Risk Analytics Quantitative Valuation Manager
Hire Resolve
Johannesburg, Gauteng, ZA
6d ago
source : JobVine

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.

Requirements

5 Years (for Manager and Senior Manager), including advisory services or project management, and familiarity with principles of stochastic calculus and derivative option pricingAdvanced degree in quantitative finance, engineering, mathematics, or statistics from an accredited college / universityAbility to computer program Monte Carlo simulations and binomial tree methodology in one two programming language or applicationStrong communication and presentation skillsResponsibilities : Complete quantitative financial risk management engagements related to but not limited to foreign exchange, interest rate, credit, commodity risks, and related controlsAssist audit teams by pricing exotic derivatives including but not limited to barrier options, callable bonds, Cross Currency Swaps, Total Return Swaps and Path-dependent optionsReview, validate, and develop derivative pricing, Value-at-Risk, and dynamic financial analysis modelsDemonstrate high level of understanding of capital markets processes, including trading, limits, risk management, credit, settlement, and operationsServe as subject matter professional in a product area, quantitative risk management, or exotic derivative modelingLead staff in advisory engagements and audit assist assignments

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