Absa Group Limited (Absa) has forged a new way of getting things done, driven by bravery and passion, with the readiness to realise the possibilities on our continent and beyond.
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Develop and maintain pricing, valuation, risk and other statistical models and tools that may be utilized for quantitative finance functions across the front, middle and back offices.
Validate the adequacy and efficacy of vendor provided models and tools for quantitative applications across the front, middle and back offices.
Design and maintain transformations of market data for the purposes of trading, risk management and quantitative financial modelling.
Contribute to and remain up to date with latest developments in industry- and academic-led quantitative finance research.
Collaborate with various business area stakeholders (traders, structurers, business analysts, quantitative developers, etc.) to design and implement new trading and risk mitigating strategies.
Requirements:
At least 7-10 years of experience in a quantitative role at a financial services institution.
At least a postgraduate degree in engineering, mathematics, statistics, or quantitative finance.
Experience with financial markets, financial instruments and regulation is required.
Experience with object-oriented programming (such as C#) is beneficial.
Attention to detail, self-motivated, and strong analytical and problem-solving skills.
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