Quantitative Analyst - Sandton, South Africa - Efficient Frontier Recruitment

Efficient Frontier Recruitment

Verified Company

Sandton, South Africa

2 weeks ago

Posted by:

Thabo Mthembu

beBee Recruiter

Description

Well-known and respected financial services firm has a challenging opportunity available for an
experienced Quant with an expert-level understanding of the
valuation and pricing of financial instruments across all asset classes and markets.

The individual will be responsible for ensuring the accurate determination and daily provision of financial instrument and benchmark valuations and pricing, as well as driving the ongoing research, development and improvement of the financial instrument valuation and pricing function.

Given the firm's positioning and profile in the SA financial markets, this opportunity provides the successful incumbent with unparalleled exposure to essentially all listed financial instruments across all asset classes and markets, as well as obtaining a big-picture view of the mechanics of the SA financial system.

The successful incumbent will be responsible for:

Utilise relevant derivative pricing models to determine an objective measure of a derivatives' true value;
Determining appropriate pricing/valuations of new instruments;
Respond to queries with regard to valuations by explaining formulas/rationale used;
Conduct education sessions for external and internal stakeholders by unpacking various proposed pricing/valuation models and the implications thereof;
Research and report on best practices for valuation methodologies and modelling results;
Review work and/or systems for improvements collaboratively with team and understand the impact of these improvements;
Assist with the technical training and documentation of valuation techniques;

Requirements:

Numerically orientated postgrad qualification (BSc / BBusSci / Actuarial / Quantitative Management).
FRM, CQF, FASSA or CFA (or studying towards) a distinct advantage.
A minimum of 3 years' experience in Quantitative Analysis / Market Risk / Product Control
Excellent understanding of the pricing and valuation of financial instruments
Passion and love for financial markets
Accuracy and superb attention to detail.