Structured Finance Quant Modeler

Wesbank; Johannesburg; On-site; ZAR 514,000 - 696,000; Full time

Job summary

WesBank in Johannesburg is seeking a Quantitative Transactor to build, price and validate models behind Investment Solutions transactions. The role focuses on modelling, pricing and deal support under tight timelines, interacting with deal teams, lawyers and regulators.

You will manage inputs, run stress tests, prepare term sheets and client presentations, and ensure compliance with regulatory requirements. A postgraduate degree and 2–4 years of experience are preferred.

Qualifications

• Postgraduate degree in Actuarial Science, Mathematics of Finance or Engineering, or closely related quantitative field.
• 2–4 years of postgraduate experience in quantitative modelling.
• Strong modelling background; ability to build financial models from first principles.

Responsibilities

• Build, maintain and review pricing and cash-flow models for securitisations, repacks and structured notes.
• Price transactions and run stress, sensitivity, default, prepayment and scenario analyses.
• Analyse cash-flow and asset performance data from large loan-level and portfolio datasets.
• Turn model output into term sheets, credit papers and client presentations.
• Present and explain model results to clients alongside the deal team.
• Ensure compliance with Banks Act and related regulatory requirements.

Skills

Modelling

Pricing

Data analysis

Excel

R

Python

Stakeholder communication

Education

Honours or Master's in Actuarial Science / Mathematics of Finance / Engineering

Tools

Excel

R

Python

Job description

WesBank in Johannesburg is seeking a Quantitative Transactor to build, price and validate models behind Investment Solutions transactions. The role focuses on modelling, pricing and deal support under tight timelines, interacting with deal teams, lawyers and regulators.

You will manage inputs, run stress tests, prepare term sheets and client presentations, and ensure compliance with regulatory requirements. A postgraduate degree and 2–4 years of experience are preferred.