Head: Quantitative, Analytics and Modelling - Sandton Verfied

Salary Negotiable Sandton, Gauteng Sandton, Gauteng more than 14 days ago 27-11-2020 6:49:51 AM
22-01-2021 6:49:51 AM
Head: Quantitative, Analytics & Modelling (Financial Services)

You will be the executive lead for the Quant, Risk & Analytics division, and the role will include guiding your team to develop market risk models, valuation of financial instruments and structured deals, model risk monitoring and validation, and development of analytical solutions.

You will act as a senior-level data leader and consultant, to spot and grow opportunities and help clients build world-class data-led solutions. You will engage with organisations in various sectors, and understand their business challenges and unlock opportunities to utilise analytics in resolving these challenges.

Additionally, you will develop client solutions based on a deep understanding and knowledge of clients’ business needs, and your will cultivate informed views for clients on the implications of current and anticipated industry issues.


You will meet the following minimum requirements

• Degree in finance, mathematics, statistics, economics, engineering, or related quantitative discipline required (non negotiable)
• 10+ years' experience in statistical modeling and coding with R, SAS, MATLAB, SQL, Python
• Advanced skills in time series analysis, non-linear regression, machine learning, or other advanced modeling approaches
• Knowledge of fundamental CVAR and building profitability models
• Relevant industry certifications such as CFA or FRM would be a strong advantage
• Prior experience using Tableau, Power BI, or Clikview to manipulate, analyze, and visualize large, complex data sets
• Ability to prioritize and manage multiple tasks successfully, be detail oriented and operate under scheduled project deadlines
• Demonstrate excellent written and verbal communication skills with an ability to influence others
• Prior experience with a consulting firm or diversified financial services firm highly desired

Location: Sandton, Johannesburg.
Duration: Permanent Appointment