Purpose of the Job
To support LibFin’s quantitative capability to grow its long-term business strategy.
- Design, implement and manage quantitative software projects
- Work with the Liberty technology -, quant modelling – and front office trading teams to provide solutions to business problems
- Develop and support the existing Libfin quantitative library
- Develop software solutions to support asset and liability valuations
- Support the Azure build control environment
- Cloud migration (AWS) of quantitative solutions
- Peer review to ensure appropriate development standards
- B.Sc Degree in Computer Science with Mathematics or Mathematical Statistics.
Experience and Knowledge
- Azure DevOps
- Understanding of asset pricing and valuations
- Understanding financial risk metrics
- Understanding of quantlib, boost and other public domain libraries
- Follow Agile principles
Job Related Skills
- Programming in C++ and C# is essential
- Good communication skills and collaboration with various stakeholders
- Delivery focused and sound judgment skills
- Experience in banking or insurance sector
- Past experience in programming, minimum 5 years
- Project Management
- Complex problem-solving
- Quality driven development
- Attention to detail
- Cloud Migration
- Financial Risk Metrics
Desired Work Experience:
- 5 to 10 years
Desired Qualification Level:
About The Employer:
Who we are
Liberty is a JSE listed financial services group that offers an extensive, market-leading range of products and services to help clients build and protect their wealth and lifestyle. Liberty is part of the Standard Bank Group.
Improving people’s lives by making their financial freedom possible.
Transforming Liberty to be the trusted leader in South Africa and chosen markets by delivering superior value through exceptional client and adviser experiences.
Employer & Job Benefits:
- Medical Aid
- Pension Fund
- Provident Fund
- Funeral Plan