Job Description
To provide a quantitative service to Global Markets Trading and Structuring by valuing and providing a risk management service for exotic trades, performing ongoing research and development and developing quantitative solutions for a variety of Global Markets issues- Analyse and research specific products
- Initiate and implement mathematical modelling of the trade in line with given requirements
- Provide traders and structurers with functionality so that they can use the model, and depending on urgency, liaise directly with traders
- Provide consistent checking for relevance and alignment if prices differ vastly
- Support any trade or business approved by the DCF
- Model the pricing and run standard and VAR stresses on the model and its output prices
- Provide information to market risk as well as base validations of trades to the accounting systems and downstream feeds to various other internal systems
- Demonstrate pride in the organisations brand services and products by consistently delivering on the brands promise
- Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained
- Stay relevant and up to date with legislations and new developments
- Maintain a positive attitude and respond openly to feedback
- Handle stress in ways that do not negatively impact others
- Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time-frames and according to quality standards
- Take ownership of personal career development leveraging formal and informal opportunities
- Read situations and organisational realities
- Set aside personal agenda for the greater good
- Act in an ethical transparent and morally defensible manner including highlighting unethical practices
- Share debate and communicate learnings
- Flag and debate issues constructively
- Promote a friendly cooperative climate
Job Details
Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.
19/07/25
All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.
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