Structured Finance Quant Dealmaker

FirstRand Bank Limited; Sandton; Presencial; ZAR 900 000 - 1 200 000; Tempo integral

Resumo da oferta

FirstRand Bank Limited in Sandton seeks a Quantitative Dealmaker to build, price and validate the quantitative models behind Investment Solutions transactions. You will own the numbers on each deal, run stress tests and present results to clients and the deal team, ensuring alignment with credit, legal and regulator expectations.

A postgraduate quantitative degree and 2–4 years of experience are required, with strong programming and data skills in Excel, Python or R.

Qualificações

• Postgraduate degree in a quantitative field as listed.
• 2–4 years' post-graduate experience in quantitative modelling in structured finance or banking.
• Strong modelling background including building models from first principles.
• Progress towards ASSA exams or CFA/FRM/CA(SA) status.

Responsabilidades

• Model, price and validate transactions across securitisations and related structures.
• Run stress, sensitivity, default and prepayment analyses.
• Prepare term sheets, credit papers and client presentations from model outputs.
• Explain results to clients and deal teams and support regulatory alignment.

Conhecimentos

Quantitative modelling

Pricing and cash-flow modelling

Stress testing

Data analysis

Formação académica

Honours (NQF 8) or Master’s (NQF 9) in Actuarial Science / Mathematics of Finance / Engineering / Mathematical Statistics / Applied Mathematics

Ferramentas

Excel

Python

R

Descrição da oferta de emprego

FirstRand Bank Limited in Sandton seeks a Quantitative Dealmaker to build, price and validate the quantitative models behind Investment Solutions transactions. You will own the numbers on each deal, run stress tests and present results to clients and the deal team, ensuring alignment with credit, legal and regulator expectations.

A postgraduate quantitative degree and 2–4 years of experience are required, with strong programming and data skills in Excel, Python or R.