Quants Development Manager - Northern Suburbs Verfied

Salary Negotiable Northern Suburbs, Western Cape Northern Suburbs, Western Cape more than 14 days ago 26-05-2017 9:39:10 AM
23-06-2017 9:39:10 AM
Cape Town, Northern Suburbs Area. Salary Negotiable depending on experience and qualifications.
Well established organization seeks to employ a Quants Development Manager.

individual will be responsible for the development of the investment asset stress testing capability, and contribute to the wider investment reporting process
development, management and implementation of efficient operational processes
must have a strong mathematical modelling and/or programming background and a passion for systems development, business process engineering and automation.

Matric/Grade 12
Relevant Honours/Masters degree (Relevant professional qualification would be advantageous - FIA / FASSA / CFA / CQF / FRM)
Interest in financial modelling and systems development
minimum 10 yrs experience in a relevant quantitative role (programming languages to produce valuations & quantify risk)
Strong derivative and financial modelling skills
Advanced MS Excel knowledge
Programming experience in languages such as VBA, SQL,C#/.NET, SAS, R and Matlab
5 years management of staff experience (Business Analysts, Project Managers, Developers and/or Quant Analysts

Recruiter: BBP Group