Senior Quantitative Analyst; Quant

Our client, a prestigious investment bank with a significant presence in Johannesburg
, is seeking a highly skilled Senior Quantitative Analyst (Quant) to join their dynamic risk management division.

This role offers a challenging and rewarding opportunity to develop sophisticated financial models and analytical tools used across trading, risk, and portfolio management. You will work within a collaborative team environment, leveraging advanced mathematical and statistical techniques to solve complex financial problems. The position is based in our Johannesburg office, offering a hybrid work arrangement that combines the benefits of in-person collaboration with the flexibility of remote work.

This role is ideal for a seasoned professional looking to make a significant impact in the financial markets and advance their career in a leading institution.

• Develop, implement, and back-test quantitative models for pricing, risk management, and hedging of financial derivatives.
• Design and build sophisticated algorithms for trading strategies and portfolio optimization.
• Conduct in-depth statistical analysis of market data to identify trends and opportunities.
• Collaborate with traders, portfolio managers, and risk officers to understand their analytical needs and provide solutions.
• Implement quantitative models in production environments using high-level programming languages.
• Perform rigorous validation and stress testing of models to ensure accuracy and robustness.
• Research and explore new quantitative methodologies and technologies.
• Contribute to regulatory reporting and compliance requirements related to model risk.
• Present complex analytical findings to both technical and non-technical audiences.
• Mentor junior quantitative analysts and contribute to the team's knowledge base.

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Economics.
• Minimum of 5 years of relevant experience as a Quantitative Analyst in the financial services industry.
• Strong theoretical and practical knowledge of financial markets, derivatives, and risk management principles.
• Proficiency in programming languages commonly used in quantitative finance, such as Python, C++, R, or Java.
• Experience with numerical methods, statistical modeling, machine learning, and data analysis.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong understanding of database technologies and data manipulation.
• Effective communication and presentation skills, with the ability to explain complex concepts clearly.
• Ability to work independently and as part of a team in a fast-paced environment.
• Comfortable with a hybrid work model, splitting time between the Johannesburg office and remote work.

• Highly competitive base salary and annual bonus structure.
• Access to cutting-edge financial technology and data.
• Comprehensive medical aid and retirement fund.
• Generous leave allowance and other employee benefits.
• Opportunities for professional growth, training, and conference attendance.
• Hybrid work arrangement fostering work-life balance.
• Stimulating and intellectually challenging work environment.
• Exposure to a wide range of financial products and markets.