Risk Analytics Quantitative Valuation Manager – JHB
|Location||.Net Jobs in Johannesburg|
|Education||Advanced degree in quantitative finance, engineering, mathematics, or statistics from an accredited college/university|
|Experience||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 metho|
|Reference||RDV Risk Analytics Quantitative Valuation Manager – JHB|
One of our Leading Audit Clients in Johannesburg is currently looking for a Risk Analytics Quantitative Valuation Manager to join their dynamic and fast-growing team.
• 5 Years’ (for Manager and Senior Manager), including advisory services or project management, and familiarity with principles of stochastic calculus and derivative option pricing
• Advanced degree in quantitative finance, engineering, mathematics, or statistics from an accredited college/university
• Ability to computer program Monte Carlo simulations and binomial tree methodology in one two programming language or application
• Strong communication and presentation skills
• 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 modeling
• Lead staff in advisory engagements and audit assist assignments
Hire Resolve invites all suitable candidates to apply by emailing your CV to email@example.com 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.
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