Gauteng: Analyst: Quantitative Risk Modelling & Validation posted by Gijima Holdings

What You’ll Be Doing

Quantitative Modelling & Analysis

• Support the development and enhancement of quantitative models used for market and liquidity risk measurement, including Value at Risk (VaR), stress testing, scenario analysis, and FTP models.
• Analyse financial data to identify trends, risks, and insights, with a focus on interest rate risk, funding costs, and equity price risk.
• Contribute to quantitative analysis that supports strategic and risk-related decision-making.

Model Validation & Back-Testing

• Participate in model validation activities to ensure models are robust, reliable, and aligned with regulatory and internal standards.
• Perform back-testing and performance assessments of models, including FTP models, and assist with recalibration where required.

Funds Transfer Pricing (FTP)

• Support the calculation and implementation of FTP rates to ensure accurate reflection of funding costs and risk across business units.
• Analyse the impact of FTP methodologies on profitability and performance, providing insights to enhance decision-making.

Share Price Forecasting

• Perform monthly share price forecasting to support strategic balance sheet modelling.
• Assist with coordination activities related to share price forecasting governance forums, where required.

Data, Reporting & Communication

• Collect, clean, and analyse financial data from multiple sources to support modelling and reporting activities.
• Prepare clear, well-structured reports and presentations for risk committees and senior stakeholders.
• Communicate complex quantitative concepts in a clear and accessible way to both technical and non-technical audiences.

Governance, Collaboration & Development

• Support risk committee processes, including preparation of ad-hoc analysis and reports.
• Work closely with cross-functional teams across Risk, Finance, Treasury, and Business Units to support effective model implementation and risk management practices.
• Contribute to continuous improvement of internal processes, methodologies, and documentation.
• Stay informed on industry trends, regulatory developments, and best practices in quantitative risk and modelling.
• Actively engage in ongoing learning and professional development.

What We’re Looking For

Qualifications

• Bachelor’s degree in Actuarial Science, Mathematics, Statistics, Finance, Econometrics, Quantitative Risk, or a related field.

Experience & Knowledge

• 4–6 years’ experience in Asset and Liability Management (ALM), Financial Risk Management, Treasury, or a related quantitative risk role.
• Experience with quantitative modelling and/or model validation within a financial services environment.
• Good understanding of financial markets, risk management principles, and Funds Transfer Pricing concepts.
• Practical exposure to asset-liability management principles through experience or formal training.

Technical Skills

• Proficiency in statistical or programming tools such as Python, R, or similar.
• Strong data analysis skills and experience working with financial datasets.
• Advanced MS Excel skills and working knowledge of MS PowerPoint.

Personal Attributes

• Strong analytical and problem-solving skills with high attention to detail.
• Excellent written and verbal communication skills.
• Ability to manage multiple priorities and meet deadlines in a fast-paced environment.
• Self-motivated, proactive, and eager to learn.
• Strong planning and organisational skills.

Why Apply?

This role offers an excellent opportunity to build deep expertise in quantitative risk modelling, ALM, and FTP within a supportive and professional environment. You’ll gain exposure to complex financial risk topics, governance structures, and senior stakeholders, laying a strong foundation for long-term career growth in risk management and quantitative finance.