Senior Quantitative Financial Analyst

Placements24; Midrand; Hybride; ZAR 900 000 - 1 800 000; Plein temps

Avantages offerts par ce poste

Competitive remuneration package

Medical aid scheme

Pension fund

Professional development opportunities

Résumé du poste

Placements24 is seeking a Senior Quantitative Financial Analyst in Midrand, Gauteng. You will design and implement advanced financial models for pricing, risk, and forecasting, collaborating with traders, risk managers, and IT to integrate insights into core processes.

The role requires a Master’s or PhD in a quantitative field and at least 5 years of relevant experience, with proficiency in Python, R, C++, or MATLAB.

Qualifications

• Master's or PhD in a quantitative field such as Finance, Mathematics, Statistics or Economics.
• 5+ years of progressive experience in quantitative analysis or financial modeling.
• Proficiency in Python, R, C++, or MATLAB for modeling and data analysis.
• Strong knowledge of derivatives, fixed income and capital markets.
• Expertise in statistical modeling, time series and machine learning techniques.
• Experience with data manipulation and visualization tools.
• Excellent problem solving and communication skills.

Responsabilités

• Develop, validate, and maintain complex quantitative models for pricing, risk management, and forecasting.
• Conduct statistical analysis of large datasets to identify trends, risks, and opportunities.
• Collaborate with traders, risk managers, and IT to integrate models into business processes.
• Prepare reports and presentations for senior management with findings and recommendations.
• Stay informed on industry practices, regulatory changes, and emerging technologies.
• Perform back-testing and sensitivity analysis to ensure robustness and accuracy.
• Assist in development and implementation of new financial products and strategies.

Connaissances

Python

R

C++

MATLAB

Time series

Machine learning

Data visualization

Communication

Financial modeling

Formation

Master's degree

PhD

Quantitative field

Description du poste

About the Role

Our client, a leading financial institution, is seeking an experienced Senior Quantitative Financial Analyst to join their dynamic team in Midrand, Gauteng . This pivotal role involves developing and implementing sophisticated financial models, conducting complex data analysis, and providing strategic insights to drive business growth and optimize financial performance. The ideal candidate will possess a strong understanding of financial markets, advanced analytical skills, and a proven track record in financial modeling and risk management. This is an exceptional opportunity to contribute to a forward-thinking organization and advance your career in the heart of South Africa's financial hub.

Key Responsibilities

• Develop, validate, and maintain complex quantitative models for pricing, risk management, and financial forecasting.
• Conduct in-depth statistical analysis of large datasets to identify trends, risks, and opportunities.
• Collaborate with cross-functional teams, including traders, risk managers, and IT, to integrate models and analysis into business processes.
• Prepare comprehensive reports and presentations for senior management, articulating findings and recommendations clearly and concisely.
• Stay abreast of industry best practices, regulatory changes, and emerging technologies in quantitative finance.
• Perform back-testing and sensitivity analysis on models to ensure robustness and accuracy.
• Assist in the development and implementation of new financial products and strategies.

Requirements

• Master's degree or PhD in a quantitative field such as Finance, Mathematics, Statistics, Economics, or a related discipline.
• Minimum of 5 years of progressive experience in quantitative analysis, financial modeling, or a similar role within the banking & finance sector.
• Proficiency in programming languages commonly used in quantitative finance, such as Python, R, C++, or MATLAB.
• Strong knowledge of financial derivatives, fixed income, and capital markets.
• Excellent understanding of statistical modeling, time series analysis, and machine learning techniques.
• Demonstrated experience with data manipulation and visualization tools.
• Exceptional problem-solving abilities and a keen analytical mind.
• Strong communication and interpersonal skills, with the ability to explain complex concepts to both technical and non-technical audiences.

Benefits

• Our client offers a highly competitive remuneration package, including an attractive annual salary and performance-based bonuses.
• Employees also benefit from a comprehensive medical aid scheme, a generous pension fund, and opportunities for professional development and continuous learning.
• This role is based in Midrand, Gauteng , and offers a hybrid work model, providing a balance between in-office collaboration and remote flexibility.
• Join a collaborative and innovative work environment with excellent career progression prospects.