Analyst, Quantitative, Ctb, Trdng Anlyts

Analyst, Quantitative, Ctb, Trdng Anlyts

Standard Bank Of South Africa Limited | Johannesburg, GT, ZA

Posted 22 days ago

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Analyst, Quantitative, CTB, Trdng AnlytsJob OverviewBusiness Segment: Corporate & Investment BankingLocation: ZA, GP, Johannesburg, Baker Street 30Responsible for developing and supporting the models and processes used to measure Counterparty Credit Risk and Country Risk for Derivatives products. The key focus will be on the delivery of projects to support the modelling of potential future exposures across multiple asset classes. In addition, the successful applicant will provide quantitative Risk support and assistance to the Global Markets and Market Risk teams.QualificationsMinimum Qualifications :Honours Degree in Financial Mathematics.Masters Degree inFinancial Mathematics.Experience Required:3-4 years experience in Measurement and management risk exposure.3-4 Years inFinancial and derivative market products.3-4 Years inQuantitative modelling and problem solving.3-4 Years in understanding of pricing of derivative products across multiple asset classes, an understanding of stochastic processes used in the modelling of risk drivers underlying the derivative valuation, fair understanding of basic coding, communication to various stakeholders.