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  • Posted: Jun 8, 2021
    Deadline: Not specified
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  • Absa Bank Limited (Absa) is a wholly owned subsidiary of Barclays Africa Group Limited. Absa offers personal and business banking, credit cards, corporate and investment banking, wealth and investment management as well as bancassurance. Barclays Africa Group Limited is 62.3% owned by Barclays Bank PLC and is listed on the JSE Limited. The Group is one of A...
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    Senior Quantitative Analyst

    Job Description

    The Quantitative Analytics Team applies Mathematics, Programming and Financial Product knowledge to develop quantitative models that drives ABSA’s success in Financial Markets. As a member of this highly skilled team, you will:

    • Be responsible for pricing and modelling complex derivative products and quantifying the financial risks associated with the trading business.
    • Understand the underlying mathematical models and the theory on which they are based, and apply this understanding to current real-world trading and risk management challenges
    • Understand the computational aspects of these models including the various numerical schemes and their implementation.
    • Develop new pricing models and risk management techniques.
    • Develop and maintain pricing and risk management tools used by the trading business to price and hedge bespoke products.
    • Conduct research towards the development of new models, and into better methods and models for pricing and risk.

    The successful candidate will have a strong desire to influence the bottom line using your advanced skills in Mathematics, Programming, and Financial Products. A

    • PhD or an MSc in financial mathematics or a related discipline with min of 5 years related Quantitative Analysis experience within a financial markets environment.

    Education

    • Bachelor`s Degrees and Advanced Diplomas: Business, Commerce and Management Studies (Required)

    Absa Bank Limited is an equal opportunity, affirmative action employer. In compliance with the Employment Equity Act 55 of 1998, preference will be given to suitable candidates from designated groups whose appointments will contribute towards achievement of equitable demographic representation of our workforce profile and add to the diversity of the Bank.

    Absa Bank Limited reserves the right not to make an appointment to the post as advertised

    Method of Application

    Interested and qualified? Go to Absa on absa.wd3.myworkdayjobs.com to apply

    Note: Never pay for any training, certificate, assessment, or testing to the recruiter.

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