Senior Staff Engineer (Quantitative Analyst), Johannesburg

Job Description

Must have Skills : Banking & Insurance, Quantitative Analysis, Cross Asset Trading and Risk (CATR),

Good To Have Skills : Derivatives Trading (Volatility)

Description:

Responsibilities Includes:

Collaborate with cross-functional teams in analysing and documenting existing non-linear trading functionality and its use within the business.Analyse the financial costs of risk and uncertainty.Play a lead role in solutioning future trading integration requirements through existing APIs and backend integration.Act as a liaison between technical teams and business stakeholders to ensure seamless communication and project execution of inflight projects.Provide expert support and training to internal teams and clients of the platform.Conduct regular product reviews and updates to ensure alignment with market needs.

Qualifications

BSc in Mathematical Sciences (Computational Science)BSc Financial EngineeringBSc Actuarial Science and Financial Mathematics EngineeringCQF - Certificate in Quantitative FinanceCFA - Chartered Financial Analyst

Experience

Cross Asset Trading and Risk (CATR) - Quantitative AnalysisDerivatives Trading (Volatility)X Valuations and AnalyticsDeep Skills in Trading Applications: Proficiency in platforms like Front Arena, Murex, or Calypso.Software skills: Python, C++, C#, SQL, VBA, R, Matlab, JavaStrong Analytical and Problem-Solving Skills: System analysis, ability to analyze complex data and develop effective solutions.Excellent Communication and Interpersonal Abilities: Clear communication with stakeholders, team members, and clients.Project Management Expertise: Proven track record in designing, executing, and validating requirements from cradle to grave.Technical Proficiency: Understanding of programming languages (., Python, SQL) and financial modelling.Risk Management: Knowledge of risk management practices and regulatory requirements.Leadership and Team Management: Ability to lead cross-functional teams and manage multiple projects simultaneously.Adaptability and Flexibility: Ability to adapt to changing market conditions and technological advancements.Client Relationship Management: Building and maintaining strong client relationships.Strategic Thinking: Ability to align project goals with broader business objectives.