Quantitative Risk Analyst
Core
Develop and validate quantitative risk models for financial instruments, formulate investment and hedging strategies, and build automation tooling for a large life insurance balance sheet.
Role type
Senior quantitative risk analyst (financial markets & strategy)
Builds
Risk models, executable trade lists, risk reporting, and analytical automation tooling
Domain
Insurance / Financial Markets / Quantitative Finance
Deliverable
production ML models | product features | dashboards & analysis
Required skills
quantitative finance mathematics, derivative pricing, risk system validation, Python, SQL, regulatory framework knowledge, scenario analysis, stakeholder communication
Preferred skills
CFA/FRM/CQF, actuarial science, knowledge of South African rates/credit markets, VBA, advanced analytics/AI
Technologies
Python, SQL, BI tools, Murex, Calypso, Algorithmics, Prophet, RiskAgility
Responsibilities
Model new and existing instruments ensuring correct pricing and cash-flow representation; validate model outputs against independent benchmarks; formulate and operationalize investment and hedging strategies; automate repetitive analytical and reporting processes; monitor risk and attribution reporting; quantify strategy impacts across economic and regulatory metrics
Seniority
Senior, hands-on IC
