Analyst, Quantitative, CIB Risk

Standard Bank

  • Johannesburg, Gauteng
  • Permanent
  • Full-time
  • 2 days ago
Company DescriptionStandard Bank Group is a leading Africa-focused financial services group, and an innovative player on the global stage, that offers a variety of career-enhancing opportunities - plus the chance to work alongside some of the sector's most talented, motivated professionals. Our clients range from individuals, to businesses of all sizes, high net worth families and large multinational corporates and institutions. We're passionate about creating growth in Africa. Bringing true, meaningful value to our clients and the communities we serve and creating a real sense of purpose for you.Job DescriptionSupport the measurement of counterparty credit risk and country risk on derivatives products across all asset classes on a daily basis. This measurement relies mainly on Monte-Carlo simulation of the market variables and pricing of the deals traded by Standard Bank with its counterparts at future dates using the simulated underlying prices.QualificationsType of Qualification: Postgraduate Degree
Field of Study: Quantitative Finance / Actuarial Sciences / Finance Engineering / Financial MathematicsExperience Required
0-5 years experience in measurement and management of counterparty credit risk exposure.0-5 years experience and 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 stakeholders0-5 years experience in financial and derivative market products, quantitative modelling and problem solvingAdditional InformationBehavioural Competencies:
  • Checking Things
  • Conveying Self-Confidence
  • Developing Expertise
  • Examining Information
  • Following Procedures
Technical Competencies:
  • Data Analysis
  • Data Integrity
  • Documenting
  • Knowledge Classification
  • Statistical and Mathematical Analysis

Standard Bank