Senior Quant Risk Analyst, Commodities Modeling

Glencore; Johannesburg; On-site; ZAR 800 000 - 1 200 000; Full time

Job summary

A leading global resource company based in Johannesburg is seeking a Senior Quantitative Risk Analyst. The ideal candidate will create and implement financial models while analyzing risks for various trading products. This role requires expertise in VBA and Python, with 7 to 10 years of experience in quantitative analysis within trading companies. The successful candidate will engage with multiple teams and communicate effectively with senior management. Apply now to join a dynamic team focused on risk management in a fast-paced environment.

Qualifications

• 7 to 10 years of experience as a quantitative analyst in trading or finance.
• Experience modelling structured and exotic products.
• Experience in commodities preferred.

Responsibilities

• Create financial models to value complex structured transactions.
• Work with risk streams to ensure exposures are captured.
• Engage closely with IT and Market Data for valuation tools.

Skills

Excellent coding skills in VBA

Excellent coding skills in Python

Strong problem-solving skills

Good communication skills

Ability to work autonomously

Attention to detail

Team player

Education

Masters’ Degree in financial mathematics or related fields

Job description

A leading global resource company based in Johannesburg is seeking a Senior Quantitative Risk Analyst. The ideal candidate will create and implement financial models while analyzing risks for various trading products. This role requires expertise in VBA and Python, with 7 to 10 years of experience in quantitative analysis within trading companies. The successful candidate will engage with multiple teams and communicate effectively with senior management. Apply now to join a dynamic team focused on risk management in a fast-paced environment.