Front Office Quantitative Analyst - Johannesburg, South Africa - FirstRand

FirstRand

Verified Company

Johannesburg, South Africa

1 week ago

Posted by:

Thabo Mthembu

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Description

Job Description

To provide a quantitative service to Global Markets Trading and Structuring by valuing and providing a risk management service for exotic trades, performing ongoing research and development and developing quantitative solutions for a variety of Global Markets issues

Analyse and research specific products. Initiate and implement mathematical modelling of the trade in line with given requirements
Provide Traders and Structurers with functionality so that they can use the model, depending on urgency, liaise directly with Traders
Provide ongoing checking for relevance and alignment if prices differ vastly
Support any trade or business approved by the DCF
Model the pricing and run standard and VAR stresses on the model and its output prices
Provide information to Market Risk as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems
Build and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue listen advise influence and negotiate to achieve win win outcomes
Initiate meetings with key stakeholders to track progress manage expectations and ensure stakeholders requirements are delivered
Preserve relationships despite airing conflicting views and seeks mutual gains when addressing conflicts
Anticipate consequences and adapts problem solving based on continual feedback
Act speedily to resolve problems queries and complaints
Adapt communication styles to meet the needs of different audiences
Demonstrate pride in the organisations brand services and products by consistently delivering on the brands promise
Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained
Stay relevant and up to date with legislations and new developments
Maintain a positive attitude and respond openly to feedback
Handle stress in ways that do not negatively impact others
Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time frames and according to quality standards
Take ownership of personal career development leveraging formal and informal opportunities
Read situations and organisational realities
Set aside personal agenda for the greater good
Act in an ethical transparent and morally defensible manner including highlighting unethical practices
Share debate and communicate learnings
Flag and debate issues constructively
Promote a friendly cooperative climate