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South Africa South Africa

Capital Quantitative Analyst

Finance / Banking / Insurance

Managing the Group's capital to ensure sustainability and growth. Targeting the optimal level and composition of capital within risk appetite in a manner that maximizes shareholder value and gives comfort to a range of stakeholders. Solid mathematical and intuitive understanding of derivative products and risk management. Specialties: End to end product implementation, Instruments (Pricing and Valuation), Quantitative Analysis, Hedging Strategies, Risk Analysis, Liquidity Pricing, PnL attributions and Calibrations. Systems : Calypso (V10, V12), Smart (Chameleon) and Risk Watch. Instruments expertise: Fixed Income (Money Markets, Bonds and Interest Rate Derivatives), Inflation (Bonds a...