Structured Finance Modelling Dealmaker

FirstRand Limited; Johannesburg; On-site; ZAR 900,000 - 1,500,000; Full time

Benefits offered by this job

Networking opportunities

Challenging work environment

Innovative analytics platform

Job summary

FirstRand Limited is seeking a Quantitative Dealmaker to build, price and validate the quantitative models behind Investment Solutions transactions. The role focuses on modelling, pricing, stress testing and deal support through to client presentations.

You will own the modelling workstream on each transaction, work with large datasets, and ensure models align with documents, law, and regulator expectations. Collaboration with deal teams and lawyers is essential.

Qualifications

• Postgraduate degree (Honours or Master\u2019s) in quantitative field such as Actuarial Science, Mathematics of Finance or Engineering.
• 2 to 4 years\u2019 post-graduate experience in quantitative modelling across structured finance, credit or investment banking.
• Strong modelling background: building financial models from first principles.

Responsibilities

• Build, maintain and review pricing and cash-flow models for securitisations, repacks, credit-linked notes, conduit funding and pooled structures.
• Analyse cash-flow and asset performance data; work with large loan-level and portfolio datasets to generate model inputs.
• Own the modelling workstream on each transaction and deliver under tight deadlines; turn outputs into term sheets and client presentations.
• Present model results to clients and ensure model alignment with deal documents and regulatory requirements.
• Support set-up of ring-fenced issuer vehicles and investor reporting; ensure governance and audit readiness.

Skills

Quantitative modelling

Financial modelling

Data analysis

Education

Honours or Master\u2019s in Actuarial Science/Mathematics of Finance/Engineering/Math Statistics

Tools

Excel

R

Python

Job description

FirstRand Limited is seeking a Quantitative Dealmaker to build, price and validate the quantitative models behind Investment Solutions transactions. The role focuses on modelling, pricing, stress testing and deal support through to client presentations.

You will own the modelling workstream on each transaction, work with large datasets, and ensure models align with documents, law, and regulator expectations. Collaboration with deal teams and lawyers is essential.