Astron Energy South Africa (Pty) Ltd

Front Office Quantitative Analyst

Astron Energy South Africa (Pty) Ltd(28 days ago)

Johannesburg, South AfricaOnsiteFull TimeMedior$79,416 - $106,930 (estimated)Quantitative Analytics
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About this role

Front Office Quantitative Analyst responsible for designing and developing models for pricing and risk management of derivatives, bespoke structures and XVAs. The role provides quantitative support and innovation to trading desks within an investment banking environment at RMB South Africa.

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Required Skills

  • Derivatives Pricing
  • XVA
  • Quantitative Modelling
  • Counterparty Risk
  • Risk Management
  • Python
  • C#
  • Murex
  • CompatibL
  • FRTB

+4 more

Qualifications

  • Honours Degree
  • Master's Preferred
Astron Energy South Africa (Pty) Ltd

About Astron Energy South Africa (Pty) Ltd

co.za

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