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

• 0-5 years experience in measurement and management of counterparty credit risk exposure.
• 0-5 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
• 0-5 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