Job Description
– 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:
– Bachelor’s 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!
For more exciting Finance vacancies, please visit:
www.********.co.za
I also specialise in recruiting in the following:
– Actuarial roles (Life, Short-Term, Health, Pensions, Quantitative)
– Data Scientists / Data Analysts (Python, R, SQL, Machine Learning)
– Risk Analysts (Credit, Market, Model Risk, Operational)
– Pricing Specialists (Insurance, Financial Products)
– Machine Learning & AI Data Scientists (ML Ops, NLP, Predictive Modelling)
– Quantitative Specialists across Banking, Insurance, and FinTech
If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles.
For more information, contact:
Louide le Roux. Please also send your CV to *****@*****.co.za
Specialist Recruitment Consultant
Connect with me on LinkedIn:
www.********.co.za
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