Quants Development Manager - Midrand Verfied Gold Badge

Salary Negotiable Midrand, Gauteng Midrand, Gauteng more than 14 days ago 09-06-2017 12:08:23 PM
04-08-2017 12:08:23 PM
Cape Town, Northern Suburbs Area. Salary Negotiable depending on experience and
qualifications.
Well established organization seeks to employ a Quants Development Manager
someone with a strong modelling background and a passion
for systems development and automation.
Build, maintain, review, validate and
develop financial models for valuation and stress testing across all asset classes
Must have a keen interest in financial modelling and systems development

Matric/Grade 12
Relevant Honours/Masters degree supplemented by or working
towards a relevant professional qualification (FIA / FASSA / CFA / CQF / FRM)
7– 9 years experience in a relevant quantitative role involving the use of
programming languages to produce valuations and quantify risk
Strong derivative and financial modelling skills
Advanced MS Excel knowledge
Programming experience in languages such as VBA, SQL, SAS, R and Matlab

Recruiter: BBP Group