Job Description

Are You Someone Who Can

• Analyse and research specific products and their valuation.
• Initiate and implement mathematical modelling of new derivatives, notes and SFTs in line with trader specifications and deal confirmations
• Liaise with traders to ascertain requirements for pre-trade pricing
• Support quantification of any trade or business approved by the deal committee forum
• Ensure models provide stable risk that is well understood and capture all risk
• Apply a pragmatic lens where needed to make decisions regarding theory and practice
• Build proficiency in usage of pricing libraries and systems used for flow and structured/exotic trades
• Demonstrate Murex proficiency and ability to challenge and assess Murex models
• Support modelling across vanilla and exotic valuations and their associated XVAs, as well as understanding counterparty risk on the trading book.
• Challenge the status quo where appropriate to ensure models align with industry best practice
• Demonstrate familiarity with regulations relating to derivatives and SFTs e.g. FRTB, SIMM, SA-CCR, SA-CVA
• Build and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue, listen, advise, influence and negotiate to achieve correct outcomes
• Initiate meetings with key stakeholders to track progress, manage expectations and ensure stakeholders requirements are delivered
• Preserve relationships despite airing conflicting views and seek mutual gains when addressing conflicts
• Anticipate consequences and adapt problem solving based on continual feedback
• Act speedily to resolve problems, queries and complaints
• Thrive in an unstructured environment where daily tasks are not obvious and urgent, often complex, items may arise
• Adapt communication styles to meet the needs of different audiences
• Demonstrate pride in the organisation’s brand, services and products by consistently delivering on the brand’s promise
• Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained
• Stay relevant and up to date with legislation and new developments in quantitative finance
• Maintain a positive attitude and respond openly to feedback
• Handle stress in ways that do not negatively impact others
• 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 and cooperative climate  

You Will Be an Ideal Candidate If You have

• Education: Minimum honours degree with some quant finance, Masters preferred
• 5 to 10 years in quantitative finance (ideally investment banking)
• Systems and Library familiarity preferred: CompatibL, Murex,
• Coding proficiency: C#, Python
• Industry: Investment Banking 

You will have access to: 

• Opportunities to network and collaborate
• Challenging work
• Opportunities to innovate

We can be a match if you are:

• Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough
• Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it
• Love putting our clients at the forefront of what you do

Are you interested to take the step? We look forward to engaging with you further. Apply now!

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Important Closing Date Note

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.