Analyst, Quantitative, CIB Risk

Business Segment: Corporate & Investment Banking

Location: ZA, GP, Johannesburg, 30 Baker Street

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 underlyi...