Sanlam Jobs Bellville – Quantitative Risk Analyst

Job Description:

Sanlam Specialised Finance (SanFin) is responsible for creation of shared value for Sanlam, its shareholders, policy holders, and societies with in which it operates by managing financial risk, developing financial products, and balance sheet optimisation, pursuing investments and financing opportunities in assets, sectors, markets, organisations, and geographies that enable maximum return within acceptable risk parameters.

Job Responsibilities:

• Responsible for determining prices of new derivative products and identifying schemes for managing risk on such products.
• Builds pricing models for trading systems.
• Understands underlying theoretical stochastic models and the variety of numerical schemes required to develop, implement and maintain pricing models.
• Researches new models and numerical schemes.
• Ensures that all risks in trading book products are correctly valued.
• May be involved in identifying profitable trading opportunities.

Job Requirements:

• MSc (Maths, Physics, Engineering) Degree with 6 to 8 years related experience.
• Pricing Analysis and Modeling
• Product Risk Management
• Understands underlying theoretical stochastic models and the variety of numerical schemes required to develop, implement and maintain pricing models.
• Researches new models and numerical schemes.
• Ensures that all risks in trading book products are correctly valued.
• Risk analysis and management

Job Details:

Company: Sanlam

Vacancy Type:  Full Time

Job Location: Sandton, Gauteng, South Africa

Application Deadline: N/A

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