Senior Market Risk Quant – Hybrid, Growth & Impact

Placements24; Sandton; Hybrid; ZAR 900,000 - 1,500,000; Full time

Benefits offered by this job

Hybrid work model

Performance-based bonuses

Medical insurance

Retirement plan

Paid time off

Professional growth support

Job summary

Placements24 in Sandton, Gauteng seeks a Senior Quantitative Analyst specializing in Market Risk to develop models for VaR, ES, Greeks and monitor trading portfolio risks.

The role requires a Masters/PhD in a quantitative field, 5+ years of experience, strong programming in Python/R/C++/MATLAB, and collaboration with risk, trading, and technology teams; hybrid work model in a leading financial institution.

Qualifications

• Master's or PhD in a quantitative field (Finance/Math/Statistics/Physics/CS) is required.
• Strong analytical, problem-solving and quantitative modeling skills.
• Excellent communication and presentation abilities.

Responsibilities

• Develop, implement, and back-test quantitative models for market risk measurement (e.g., VaR, ES, Greeks).
• Analyze trading book exposures and identify potential market risks across asset classes.
• Design and conduct stress testing and scenario analysis to assess portfolio resilience.
• Collaborate with trading, risk management, and technology teams to ensure effective risk mitigation.
• Prepare reports for senior management and regulatory bodies.

Skills

Analytical thinking

Communication skills

Quantitative modeling

Education

Master's or PhD in Finance/Math/Statistics/Physics/CS

Tools

Python

R

C++

MATLAB

Job description

Placements24 in Sandton, Gauteng seeks a Senior Quantitative Analyst specializing in Market Risk to develop models for VaR, ES, Greeks and monitor trading portfolio risks.

The role requires a Masters/PhD in a quantitative field, 5+ years of experience, strong programming in Python/R/C++/MATLAB, and collaboration with risk, trading, and technology teams; hybrid work model in a leading financial institution.