Senior Quantitative Analyst (12-Month Contract) at DeARX Services (Pty) Ltd

• We are looking for an experienced Senior Quantitative Analyst to join a high-performing trading and risk team within a leading bank. This role is suited to a seasoned quant professional with deep expertise in cross-asset trading, derivatives, and advanced risk analytics, who can operate at both a strategic and hands-on level.

Key Responsibilities

• Analyse and document existing non-linear trading functionality and its business application
• Quantify and model the financial impact of risk and uncertainty
• Lead the design and solutioning of future trading integrations, including APIs and backend systems
• Act as a key liaison between business stakeholders and technical teams
• Provide expert support, advisory, and training to internal teams and platform users
• Conduct ongoing product assessments and enhancements aligned to market developments

Minimum Requirements

• 8+ years' experience in quantitative analysis within trading and risk environments
• Proven experience in Cross Asset Trading and Risk (CATR)
• Strong exposure to Derivatives Trading, particularly Volatility products
• Hands-on experience with XVA (Valuation Adjustments) and analytics
• Track record of delivering solutions across the full project lifecycle (end-to-end)

Qualifications

• BSc in Mathematical Sciences (Computational Science)
• BSc Financial Engineering
• BSc Actuarial Science / Financial Mathematics
• B.Eng (Engineering)
• CQF (Certificate in Quantitative Finance) (advantageous)
• CFA (Chartered Financial Analyst) (advantageous)

Technical Skills

• Trading platforms: Front Arena, Murex, or Calypso
• Programming:
• Python, C++, C#, SQL
• VBA, R, Matlab, Java
• Strong expertise in:
• Quantitative modelling and financial engineering
• Complex data analysis and system design
• Trading systems and risk platforms

Key Competencies

• Strong stakeholder engagement and communication skills
• Ability to lead cross-functional teams and initiatives
• Solid understanding of risk management and regulatory frameworks
• Proven ability to manage multiple priorities in a fast-paced environment
• Strategic thinker with strong problem-solving capabilities
• Ability to build and maintain client and stakeholder relationships