Quantitative Risk Analyst, Centurion

Role Purpose
To develop and implement quantitative models used to measure, monitor and manage financial risk
exposure (market, credit and liquidity risk) by using database and Murex outputs.

Responsibilities and work outputs

Competencies required
? Business Acumen
? Collaboration with stakeholders
? Being a self-starter
? Ability to influence outcomes
? Results Driven
? Self-Awareness and Insight
? Innovative thinking
? Growing Talent /Share knowledge

Motivating and Inspiring Team
? Diversity and Inclusiveness

Experience and Qualifications
? Quantitative Degree, Honours or Master degree with the following majors
? Financial Engineering/ Mathematics/ Actuarial Science
? Computer Science
? At least 4 years of building, implementing and using quantitative finance models
? Understanding and knowledge of financial instruments valuation and risk measurement
? Experience in programming and development of financial models in the following programming
languages: C#, Java, Python or Visual Basic
? Large data mining and manipulation in SQL
? Database design, development and management skills, SQL
? Strong Microsoft office suite skills, Word, Excel and PowerPoint
? Report writing and presentation skills