RMB - Rand Merchant Bank is a division of FirstRand Bank Limited, a fully integrated financial services group in South Africa, distinguished by our traditional values and innovative ideas. We have adapted investment banking solutions to suit your personal financial needs and this, together with an entrepreneurial approach, attracts like-minded, discerning clients.
Front Office Quantitative Analyst – JHB
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,
depending on urgency, liaise directly with Traders
- Provide ongoing
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
- Build and
maintain professional working relationships with all stakeholders
displaying excellent abilities to initiate dialogue listen advise
influence and negotiate to achieve win win outcomes
- Initiate
meetings with key stakeholders to track progress manage expectations and
ensure stakeholders requirements are delivered
- Preserve
relationships despite airing conflicting views and seeks mutual gains when
addressing conflicts
- Anticipate
consequences and adapts problem solving based on continual feedback
- Act speedily to
resolve problems queries and complaints
- Adapt
communication styles to meet the needs of different audiences
- 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
Method of Application
Interested and qualified? Go to RMB - Rand Merchant
Bank to apply
