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Sapientis

Quantitative Business Analyst - Capital Markets/Banking

Johannesburg, Gauteng, ZA
FULL TIME

Company: Sapientis

Category: Computer and Mathematical Occupations

Published on 2022-05-27 12:50

Quantitative Business Analyst Capital Markets

Seeking a seasoned Market / Credit Risk Quantitative Analyst with at least 3 years analytics experience. You will have strong Model Building, Quantitative Ability, Market/Credit Risk Experience & SQL skillset.

You will also meet the following Minimum Requirements:

  • BSc / BCom Actuarial Science / Financial Mathematics / Stats or equivalent quantitative degree or risk management qualification.
  • At least 3 years experience in retail / commercial banking or the broader capital markets financial services industry
  • Must definitely have Data mining & interrogation skills, and good track record of designing, testing and configuring quantitative systems in Capital Markets
  • Strong SAS and/or SQL and statistical modeling software skills
  • Solid understanding of data models and ability to validate data flows between and within systems
  • Intermediate to advanced MS Office software suite skills and experience
  • Thorough knowledge/understanding of credit / market risk within financial services

In this role you will build and/or critically analyse financial models (product pricing, curve stripping, scenario analysis etc) and conduct thorough process-design, analysis, testing and troubleshooting in the pricing/risk-analysis domain. Additionally, you will undertake systems-capability/fit analyses, as well as test and validate logic and processes implemented thereof.

ü Location: Johannesburg, Gauteng

ü Duration: 12 months

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