Description:
Key Responsibilities:- Assist with the development, testing, and validation of market risk models.
- Support consulting projects across banking clients (local & international).
- Perform quantitative analysis across interest rate, FX, equity, and commodity risk.
- Analyse market data, sensitivities, stress tests, and risk factor movements.
- Work with senior quantitative consultants on model development and risk frameworks.
- Contribute to regulatory deliverables (Basel, FRTB, ICAAP) under guidance.
- Prepare insightful reports, dashboards, and presentations for clients.
- Participate in learning initiatives, internal training, and continuous upskilling.
Job Experience and Skills Required:
Education minimum requirement:
- Bachelors Degree in:
Actuarial Science Quantitative Finance Applied Mathematics Statistics Engineering (with strong maths) Economics with strong quantitative modules Experience advantage but not required:
- Internships or projects related to:
Market risk Financial modelling Derivatives pricing Trading simulations Data analytics Skills:
- Strong analytical and problem-solving ability
- Excel (advanced)
- Python, R or MATLAB (advantageous)
- SQL (advantageous)
- Understanding of financial instruments, yield curves, and market risk concepts
- Ability to communicate technical concepts clearly
Non-negotiables:
- Strong academic record
- Passion for financial markets and risk
- Willingness to learn in a fast-paced consulting environment
- Ability to work in a hybrid model (office + remote)
Apply now!
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20 Nov 2025;
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