Senior Quantitative Analyst — Hybrid, Growth & Impact

Placements24; East London; Hybrid; ZAR 1,200,000 - 1,800,000; Full time

Benefits offered by this job

Hybrid work

Competitive salary

Medical aid

Retirement fund

Professional development

Annual leave

Job summary

Placements24 is seeking a Senior Quantitative Analyst for our client in East London, Eastern Cape. The role focuses on developing and implementing sophisticated financial models, risk assessments, and strategic insights for decision-making.

Hybrid work arrangement with competitive compensation awaits the right candidate. The ideal candidate has 5+ years in quantitative analysis, strong programming skills (Python/R/C++/MATLAB), and deep knowledge of derivatives and market risk.

Qualifications

• Master's or PhD in a quantitative field (Finance/Math/Statistics/Physics/CS).
• Minimum 5 years in a quantitative analyst role within financial services.
• Proficiency in Python, R, C++, or MATLAB.
• Strong knowledge of derivatives, fixed income, and market risk.
• Experience with statistical modeling, time series analysis, and ML techniques.

Responsibilities

• Develop, validate, and implement quantitative models for pricing, risk, and hedging.
• Back-test and analyze model robustness and sensitivity.
• Analyze large datasets to identify trends and opportunities.
• Collaborate with desks, risk, and IT to implement models.
• Prepare reports and presentations for senior management.
• Stay updated on regulatory changes and quantitative techniques.
• Mentor junior analysts and contribute to technical development.

Skills

Quantitative analysis

Time series analysis

Machine learning

Risk management

Communication

Problem-solving

Education

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

Tools

Python

R

C++

MATLAB

Job description

Placements24 is seeking a Senior Quantitative Analyst for our client in East London, Eastern Cape. The role focuses on developing and implementing sophisticated financial models, risk assessments, and strategic insights for decision-making.

Hybrid work arrangement with competitive compensation awaits the right candidate. The ideal candidate has 5+ years in quantitative analysis, strong programming skills (Python/R/C++/MATLAB), and deep knowledge of derivatives and market risk.