Quantitative Analyst C - Johannesburg, South Africa - FirstRand

FirstRand

Verified Company

Johannesburg, South Africa

5 days ago

Posted by:

Thabo Mthembu

beBee Recruiter

Description

About us, purpose, experience and qualifications

about us:

- make a promise
- be deeply invested
- value our differences
- build trust, not territory
- have courage
- always do the right thing

purpose:

To build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, under guidance against predicted results and deliver according to set processes and procedures
experience and qualifications:

Minimum Qualification

Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science
Experience 1 to 3 years' experience in data environment

Additional Knowledge

Domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc.
Design thinking
Analytics Ops, Agile and SAFe concepts will assist
Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
Dimensionality Reduction
Data and Information Management topics e.g. structure, dimensions, storage
Database management
Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
Monte Carlo techniques
Machine learning
Data mining and data modelling
C#/Java,.NET or VBA, Excel
Calculus (including differential, integral and stochastic)
Linear algebra and differential equations
Probability and statistics
Game theory
Portfolio theory
Equity and interest rate derivatives, including exotics
Systematic and discretionary trading practices
Creditrisk products
Financial modelling Data visualisation and reporting