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Finance - Finance Jobs in South Africa

Quantitative Risk Manager – JHB

Job Information
Location.Net Jobs in Johannesburg
SalaryMarket Related
Job TypePermanent
EducationAdvanced degree in quantitative finance, engineering, mathematics, or statistics from an accredited college/university
Experience5 Years (for Manager and Senior Manager), including advisory services or project management, and familiarity with principles of stochastic calculus and derivative option pricing, Monte-Carlo Experience
ReferenceRDV Quantitative Risk Manager – JHB
Emailfinance.jobs(at)hireresolve.co.za
Fax0865728877

Job Description

One of our Leading Audit Clients in Johannesburg is currently looking for a Quantitative Risk Manager to join their dynamic and fast-growing team.

Requirements:

• Advanced degree in quantitative finance, engineering, mathematics, or statistics from an accredited college/university

• 5 Years (for Manager and Senior Manager), including advisory services or project management, and familiarity with principles of stochastic calculus and derivative option pricing

• Ability to computer program Monte Carlo simulations and binomial tree methodology in one two programming language or application

• Strong communication and presentation skills

Responsibilities:

• Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controls

• Assist audit teams by pricing exotic derivatives including but not limited to barrier options, callable bonds, Cross Currency Swaps, Total Return Swaps and Path-dependent options

• Review, validate, and develop derivative pricing, Value-at-Risk, and dynamic financial analysis models

• Demonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operations

• Serve as subject matter professional in a product area, quantitative risk management, or exotic derivative modelling

• Lead staff in advisory engagements and audit assist assignments

Hire Resolve invites all suitable candidates to apply by emailing your CV to finance.jobs@hireresolve.co.za or fax to 086 572 8877. You can also contact Robyn on 031 350 4405 or alternatively you can visit our website, www.hireresolve.co.za

Correspondence will only be conducted with short listed candidates. Should you not hear from us within 3 days, please consider your application unsuccessful.

Hire Resolve offers a R1000 for any candidate that is referred and placed through Hire Resolve. Hire Resolve also offers a R1000 job spec fee for any referral that results in a placement through Hire Resolve. If your company is looking for any IT, Finance or Engineering staff, please email us at jobspec@hireresolve.co.za with the company name, a contact person and contact email or number of the person doing the hiring. We will keep the referral strictly confidential.



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