Quantitative Risk Analyst

Recruiter
Recru-it
Location
Centurion, South Africa
Salary
Competitive salary
Posted
17 Oct 2019
Closes
31 Oct 2019
Ref
2338568
Job role
Accountant
Sector
Accounting - Public practice
Position Purpose:To develop and implement quantitative models used to measure, monitor and manage financial risk exposure (Market, credit and liquidity risk) by using database and Murex outputs.Experience & Qualifications:Quantitative Degree, Honours or Master degree with the following majors:
  • Financial Engineering/ Mathematics/ Actuarial Science
  • Computer Science
  • At least 4 years of building, implementing and using quantitative finance models
  • Understanding and knowledge of financial instruments valuation and risk measurement
  • Experience in programming and development of financial models in the following programming languages: C#, Java, Python or Visual Basic
  • Large data mining and manipulation in SQL
  • Database design, development and management skills, SQL
  • Strong Microsoft office suite skills, Word, Excel and PowerPoint
  • Report writing and presentation skills

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