Front Office Quantitative Analyst - JHB at RMB - Rand Merchant Bank

Job Description

To provide a quantitative service to Global Markets Trading and Structuring by valuing and providing a risk management service for exotic trades, performing ongoing research and development and developing quantitative solutions for a variety of Global Markets issues

• Analyse and research specific products. Initiate and implement mathematical modelling of the trade in line with given requirements
• Provide Traders and Structurers with functionality so that they can use the model, depending on urgency, liaise directly with Traders
• Provide ongoing checking for relevance and alignment if prices differ vastly 
• Support any trade or business approved by the DCF
• Model the pricing and run standard and VAR stresses on the model and its output prices
• Provide information to Market Risk as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems
• Build and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue listen advise influence and negotiate to achieve win win outcomes
• Initiate meetings with key stakeholders to track progress manage expectations and ensure stakeholders requirements are delivered
• Preserve relationships despite airing conflicting views and seeks mutual gains when addressing conflicts
• Anticipate consequences and adapts problem solving based on continual feedback
• Act speedily to resolve problems queries and complaints
• Adapt communication styles to meet the needs of different audiences
• Demonstrate pride in the organisations brand services and products by consistently delivering on the brands promise
• Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained
• Stay relevant and up to date with legislations and new developments
• Maintain a positive attitude and respond openly to feedback
• Handle stress in ways that do not negatively impact others
• Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time frames and according to quality standards
• Take ownership of personal career development leveraging formal and informal opportunities
• Read situations and organisational realities
• Set aside personal agenda for the greater good
• Act in an ethical transparent and morally defensible manner including highlighting unethical practices
• Share debate and communicate learnings
• Flag and debate issues constructively
• Promote a friendly cooperative climate