Senior Quantitative Analyst - Derivatives & Risk Modeling

Rosstone; Gauteng; On-site; ZAR 900,000 - 1,300,000; Full time

Job summary

Rosstone is seeking a Senior Quantitative Analyst to join our trading analytics team. You will apply advanced quantitative methods to cross-asset strategies, model risk, and support derivative pricing and risk management decisions.

You will collaborate with traders, risk managers and developers to implement scalable analytics, validate models from cradle to grave, and communicate insights to stakeholders across the business.

Qualifications

• Experience in Cross Asset Trading and Risk (CATR) quantitative analysis.
• Experience in Derivatives Trading (Volatility).
• Strong programming and financial modelling skills.
• Experience with trading applications and multiple platforms.

Responsibilities

• Collaborate with cross-functional teams to analyze and document non-linear trading functionality.
• Analyse financial costs of risk and uncertainty.

Skills

Python

SQL

Financial modelling

Quantitative analysis

Trading apps

Front Arena

Murex

Calypso

C++

C#

R

Matlab

Java

Communication

Project management

Risk management

Data analysis

Education

BSc in Mathematical Sciences (Computational Science)

BSc Financial Engineering

BSc Actuarial Science and Financial Mathematics

B.Eng Engineering

CQF

CFA

Tools

Front Arena

Murex

Calypso

Job description

Rosstone is seeking a Senior Quantitative Analyst to join our trading analytics team. You will apply advanced quantitative methods to cross-asset strategies, model risk, and support derivative pricing and risk management decisions.

You will collaborate with traders, risk managers and developers to implement scalable analytics, validate models from cradle to grave, and communicate insights to stakeholders across the business.