Structured Finance Quantitative Dealmaker

FirstRand Limited; Johannesburg; On-site; ZAR 580,000 - 692,000; Full time

Job summary

FirstRand Limited in Johannesburg is seeking a Quantitative Transactor to build, price and validate the quantitative models behind Investment Solutions transactions. You will own the modelling workstream and ensure models hold up with clients, credit, legal and regulator.

The role focuses on modelling, data analysis and deal support, with work across Excel, R or Python and strong emphasis on governance and regulatory context.

Qualifications

• A postgraduate degree (Honours or Master's) in a quantitative field.
• 2–4 years of post-graduate experience in quantitative modelling.
• Strong modelling background building financial models from first principles.

Responsibilities

• Own the modelling workstream on each transaction and deliver under deal pressure and tight timelines.
• Turn model output into term sheets, credit papers, committee submissions and client presentations.
• Present and explain model results to clients, alongside the deal team.
• Review transaction documents with lawyers to confirm they match the model.
• Support the setup and running of ring-fenced issuer vehicles and reporting.

Skills

Quantitative modelling

Pricing

Cash-flow analysis

Stress testing

Presentation to clients

Education

Postgraduate degree (Honours/Master)

Tools

Excel

R

Python

Version control

Job description

FirstRand Limited in Johannesburg is seeking a Quantitative Transactor to build, price and validate the quantitative models behind Investment Solutions transactions. You will own the modelling workstream and ensure models hold up with clients, credit, legal and regulator.

The role focuses on modelling, data analysis and deal support, with work across Excel, R or Python and strong emphasis on governance and regulatory context.