Latest Jobs at FirstRand Group

Purpose

Design, development and maintenance of the knowledge, information management and business intelligence by looking at document requirements and validating with stakeholders. Design and generate reports to give analytical and quantitative insight to business in order to make improved operational, tactical and strategic decisions. Generate reports to improve efficiencies in the business.  

experience and qualifications

• Minimum Qualification - Relevant Degree in Information Technology, Computer Science, Engineering or Business Analysis Diploma

• Experience - 3 to 4 Years related experience 

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Purpose

• The Quantitative Analyst III is required to plan, build and implement innovative quantitative analytic methodologies, procedures, products and models within a broad framework/principles in order to enhance and inform strategic decisions in the relevant Product House. To provide analytical support and interpret insights to address business opportunities and problems. May lead a team of Quantitative Analysts and provide input in the development of quantitative frameworks and standards. Develops core analytical capabilities or model libraries, using advanced statistical, quantitative, or econometric techniques. Works independently while dealing with ambiguity.

Experience and Qualifications

• Minimum Qualification - Bachelors Degree with Honours in Computer Science / Econometrics / Actuarial Science / Mathematics Degree
• Preferred Qualification - Qualified Actuary or Masters Degree in Computer Science / Econometrics / Actuarial Science / Mathematics Degree
• Experience - Five to eight years as a Quantitative Analyst in financial services industry with at least five years people management experience

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Purpose

To build, optimise and implement innovative quantitative analytical methodologies, procedures, and advanced mathematical models that provide analytical support and interpret insights, to address business opportunities and problems and implement business strategy, under guidance against predicted results and deliver according to set processes and procedures

Experience and qualifications

• Minimum Qualification - Relevant Degree in Maths, Stats, Engineering, Computer Science, Econometrics, Physics or Actuarial Science
• Experience - 1 to 3 years’ experience in data environment
• Additional Knowledge - Domain knowledge with regards to financial services: Credit, Pricing, Marketing, CVM, Trading etc.
• Design thinking
• Analytics Ops, Agile and SAFe concepts will assist
• Hands on experience using model such as: Naïve Bayes, Support Vector Machines, Classifications, Boosting Algorithms, Time Series, Feature Engineering and
• Dimensionality Reduction
• Data and Information Management topics e.g. structure, dimensions, storage
• Database management
• Python, SQL, MATLAB, SAS, S-PLUS or R (used for statistical analysis)
• Monte Carlo techniques
• Machine learning
• Data mining and data modelling
• C#/Java, .NET or VBA, Excel
• Calculus (including differential, integral and stochastic)
• Linear algebra and differential equations
• Probability and statistics
• Game theory
• Portfolio theory
• Equity and interest rate derivatives, including exotics
• Systematic and discretionary trading practices
• Credit-risk products
• Financial modelling Data visualisation and reporting