Business Segment: Corporate & Investment Banking
Location: ZA, GP, Johannesburg, 30 Baker Street
Job Type: Full-time
Job Ref ID: 80408048A-0001
Date Posted: 8/18/2025
Job Description
Support the measurement of counterparty credit risk and country risk on derivatives products across all asset classes on a daily basis. This measurement relies mainly on Monte-Carlo simulation of the market variables and pricing of the deals traded by Standard Bank with its counterparts at future dates using the simulated underlying prices.
Qualifications
Type of Qualification: Postgraduate Degree
Field of Study: Quantitative Finance / Actuarial Sciences / Finance Engineering / Financial Mathematics
Experience Required
3-7 years experience in years experience in measurement and management of counterparty credit risk exposure.
3-7 years experience and understanding of pricing of derivative products across multiple asset classes, an understanding of stochastic processes used in the modelling of risk drivers underlying the derivative valuation, fair understanding of basic coding, communication to various stakeholders
3-7 years experience in financial and derivative market products, quantitative modelling and problem solving.
Additional Information
Behavioural Competencies:
Checking Things
Conveying Self-Confidence
Developing Expertise
Examining Information
Following Procedures
Technical Competencies:
Data Analysis
Data Integrity
Documenting
Knowledge Classification
Statistical and Mathematical Analysis
Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any from of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or [email protected]
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