Senior Quantitative Analyst - Risk Management

Placements24; Rustenburg; Ibrido; ZAR 1.200.000 - 1.800.000; Tempo pieno

Vantaggi offerti da questo lavoro

Competitive salary

Remote work setup support

Professional development opportunities

Access to cutting-edge tools

Flexible hours within business day

Descrizione del lavoro

Placements24 partners with a leading financial institution to hire a Senior Quantitative Analyst for a fully remote role. You will develop, validate, and implement sophisticated risk models for market, credit, and operational risk, while conducting stress tests and scenario analyses to ensure portfolio resilience.

You will analyze large datasets, provide data-driven insights to senior management, and help shape regulatory-compliant risk strategies.

Competenze

• Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Economics.
• Minimum of 5 years of experience in a quantitative role within the financial services industry, with a focus on risk management.
• Proven expertise in statistical modeling, time-series analysis, econometrics, and financial mathematics.

Mansioni

• Develop, validate, and implement complex quantitative models for market risk, credit risk, and operational risk assessment.
• Conduct rigorous stress testing and scenario analysis to evaluate the resilience of portfolios under adverse market conditions.
• Analyze large datasets to identify trends, patterns, and potential risks.
• Collaborate with business units to understand their risk appetite and provide data-driven insights for strategic planning.
• Prepare comprehensive reports and presentations on risk exposures and model performance for senior management and regulatory bodies.
• Stay abreast of industry best practices, emerging risks, and regulatory changes relevant to quantitative finance.
• Contribute to the enhancement of data infrastructure and analytical tools to improve efficiency and accuracy.
• Mentor junior analysts and share expertise within the team.

Formazione

Master's or Ph.D. in Finance, Mathematics, Statistics, Physics, or Economics

Strumenti

Python

R

C++

Descrizione del lavoro

About the Role

Our client, a leading financial institution, is seeking a highly skilled and analytical Senior Quantitative Analyst to join their dynamic risk management team. This fully remote position offers an unparalleled opportunity to leverage advanced mathematical and statistical modeling techniques to assess and mitigate financial risks. You will play a crucial role in developing, implementing, and maintaining sophisticated risk models that underpin our client's strategic decision-making processes. This role is ideal for an individual who thrives in a challenging, data-driven environment and possesses a deep understanding of financial markets and regulatory requirements. As a remote-first organization, we are committed to providing a supportive and collaborative virtual workspace, ensuring seamless communication and engagement with colleagues across different time zones. The successful candidate will have the autonomy to manage their workload effectively while contributing to impactful projects from the comfort of their home office, anywhere in South Africa.

Key Responsibilities

• Develop, validate, and implement complex quantitative models for market risk, credit risk, and operational risk assessment.
• Conduct rigorous stress testing and scenario analysis to evaluate the resilience of portfolios under adverse market conditions.
• Analyze large datasets to identify trends, patterns, and potential risks.
• Collaborate with business units to understand their risk appetite and provide data-driven insights for strategic planning.
• Prepare comprehensive reports and presentations on risk exposures and model performance for senior management and regulatory bodies.
• Stay abreast of industry best practices, emerging risks, and regulatory changes relevant to quantitative finance.
• Contribute to the enhancement of data infrastructure and analytical tools to improve efficiency and accuracy.
• Mentor junior analysts and share expertise within the team.

Requirements

• Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Economics.
• Minimum of 5 years of experience in a quantitative role within the financial services industry, with a focus on risk management.
• Proven expertise in statistical modeling, time-series analysis, econometrics, and financial mathematics.
• Proficiency in programming languages commonly used in quantitative finance, such as Python (with libraries like NumPy, SciPy, Pandas), R, or C++.
• Experience with risk management frameworks and regulatory guidelines (e.g., Basel Accords).
• Strong analytical and problem-solving skills with meticulous attention to detail.
• Excellent communication and interpersonal skills, with the ability to explain complex concepts to non-technical audiences.
• Demonstrated ability to work independently and manage multiple projects simultaneously in a remote setting.

Benefits

• Competitive annual salary package.
• Comprehensive remote work infrastructure support.
• Opportunities for professional development and continuous learning.
• Access to cutting-edge analytical tools and platforms.
• Contribution to impactful risk management strategies in a major financial institution.
• Flexible working hours within the Rustenburg region's business day.
• Collaborative and inclusive virtual team environment.