Head of Calibration, Backtesting & Stress-testing – Johannesburg recruitment
This team will be located in Johannesburg and will be part of the credit exposure department.The candidate will play a senior role in a team, and responsibilities will include:Quarterly recalibration of the models used to measure counterparty risk and country risk (stochastic processes, Wrong-Way risk) and calibration of new underlyingsGeneration of risk factors and impact analysisBacktesting of these modelsStress-testing of the credit exposure based on different type of scenarios (historical/hypothetical/multi-asset/single-asset) and at different levels (counterparty, sector, country)Presentation Read more […]
Credit Risk Quantitative Analyst – Johannesburg recruitment
The team are responsible for credit exposure methods analysis, and on the definition and set up of risk measures for counterparty risk and country risk, across all asset classes.The candidate will play a senior role in a team, and responsibilities will include:Definition and implementation of Monte-Carlo calculations for measuring counterparty risk and country risk (extension of the Monte-Carlo calculation to the remaining transactions, securities financing, implementation of a Monte-Carlo calculation for country risk)Setting up quantitative models/tools to be IMM compliant and enable a better Read more […]
Data Analyst – Johannesburg recruitment
The Role We are seeking articulate, highly motivated, detail oriented people to join the Content Acquisition team in Johannesburg. The team is responsible for the integration and maintenance of inbound pricing data and research to ensure that the information is fast, reliable, and accessible across the Bloomberg platform. Your work will provide our customers with comprehensive information in many areas, including Money Markets, Foreign Exchange, and Fixed Income. Responsibilities will include inputting OTC pricing content onto the system, constant liaising with existing pricing and research contributors, Read more […]
Head of Cash Equities, Johannesburg recruitment
Successful and well established securities house, located in South Africa seeks to recruit a senior cash equities specialist to spearhead the strategic planning and business development functions for the cash equities broking and research businesses.This new role has been created due to the continued expansion of the business and the successful candidate will be a dynamic individual able to continue to build on the firm’s previous success. Key responsibility is to expand the business and significantly improve the profitability of each business unit. This will include business development Read more […]