ENVIRONMENT:

DESIGN, specify, build, configure and test solutions to ensure the delivery of the necessary capability to business that enables quality solutions and a client centric orientation as the next Quantitative Business Analyst sought by a reputable Financial Services Group. This will include pricing and risk management solutions along with their related IT processes as well as maintenance, testing and production support for the front office suite of applications within Markets. The ideal candidate must possess a suitable Degree, a Post-graduate qualification in Mathematical Finance or another quantitative discipline with at least 1 year relevant, quantitative, risk and business analysis experience. You will need experience designing and implementing integrated solutions (i.e., good understanding of systems integration), experience designing, testing and configuring quantitative systems in Capital Markets (Market Risk, Credit Risk, XVA, etc.), working knowledge of SQL and the ability to analyse data. Financial markets knowledge is a MUST.

DUTIES:

  • Construct and/or critically analyse financial models (e.g.: product pricing, curve stripping, scenario analysis).
  • Process design, analysis, testing and troubleshooting in the area of pricing/risk analysis.
  • Systems-capability/fit analysis in the area of pricing/risk-analysis.
  • Data Analysis – analyse data and situation, identify and solve problems, reason logically and drive valid conclusions.
  • Software Analysis – analyse, design and implement purchased or in-house applications.
  • Test and validate logic and processes implemented.
  • Share ownership of recurring production incidents by working with multiple stakeholders to resolve system issues.
  • Weekly production support rotation with the rest of the team.
  • Engage with the macro-environment to look for new opportunities, capabilities and trends that would add value to the required analysis work.
  • Suggest changes in executing work processes to better drive value and benefits for the business.
  • Prepare and share recommendations for process and systems improvements in relevant area of accountability.
  • Actively participate in team, cross-discipline and vendor-driven collaboration sessions or forums to increase understanding of the working environment (current and planned).
  • Engage with key stakeholders to gather information with regards to changes and developments in their business area that would impact demand for allocated BT technologies.
  • Review demand items in partnership with business to better understand impacts on the relevant BT system, processes and systems environment.
  • Partner with process owners to create suitable roadmaps for business development and in anticipation of system and process enhancements.
  • Test and identify where service gaps would exist should different technologies be applied to the same process or where business process changes would not be accommodated by existing technology capabilities.
  • Analyse business requests to clearly understand business requirements and translate this into clear technical terms and specifications to best solve business problems.
  • Consolidate all knowledge articles and user training material.
  • Develop and share final service pack for relevant stakeholders.
  • Coordinate the integration activities of service providers.
  • Monitor benefits against what was detailed in the business case.
  • Control specific measures and mechanisms to measure benefits.

REQUIREMENTS:

Qualifications –

  • Relevant Degree.
  • Post-graduate qualification in Mathematical Finance or another quantitative discipline.

Experience/Skills –

  • Minimum of 3 – 5 year relevant, quantitative, risk and business analysis experience.
  • Financial markets knowledge is a MUST.
  • Experience in designing and implementing integrated solutions (i.e., good understanding of systems integration).
  • Experience in designing, testing and configuring quantitative systems in Capital Markets (Market Risk, Credit Risk, XVA, etc.).
  • Working knowledge of SQL and ability to analyse data.
  • Business process modelling and design capabilities.
  • Ability to work with data: understanding of data models and ability to validate data flows between and within systems.

Desired / Beneficial –

  • FRM, PRM, ACI Dealing Certificate, CFA or related risk or quantitative international certification would be beneficial.
  • Quant Grad.
  • Markets related experience.
  • Relevant Investment Banking experience.
  • Experience in working with relevant systems (technical background will be beneficial).
  • Multi asset class, and trade life cycle knowledge.

ATTRIBUTES:

  • Attention to detail, but also the ability to see the big picture and understand broader impact.
  • Good communication skills and the ability to work with difficult people.
  • Self-starter.
  • Problem-solving and analytical skills.
  • Communication and planning skills.
  • Assertiveness and persistence are required to be effective in the front office environment.
  • Strong awareness and interest in the financial markets.

While we would really like to respond to every application, should you not be contacted for this position within 10 working days please consider your application unsuccessful.

COMMENTS:

When applying for jobs, ensure that you have the minimum job requirements. OnlySA Citizens will be considered for this role. If you are not in the mentioned location of any of the jobs, please note your relocation plans in all applications for jobs and correspondence. Please e-mail a word copy of your CV to [Email Address Removed] and mention the reference numbers of the jobs. We have a list of jobs on [URL Removed] Datafin IT Recruitment – Cape Town Jobs.

Desired Skills:

  • Quantitative
  • Business
  • Analyst

Learn more/Apply for this position