Quantitative Analyst - Market Risk

Gauteng Financial Services group needs a Quants analyst to join them in the Risk section of the groupQuantitative based PhD , Masters, or Honours Degree5-10 years of quantitative finance Programming and development exp: Python, SQL and V/ BasicDatabase designFinancial mathematics and modelling skillsExposure to Artificial Neural Networks, Machine Learning (AI).Work with Balance Sheet specialistDesign data templates to be used in the financial risk measurement and instrument validation Design and implement processes to source info from internal risk systems Support financial risk measurement.Design and implement processes to source market information from external vendors to track financial metric performance.SAM Stresses / Murex / Bootstrap curves / Enterprise Risk Management teamVAR Limits / AML interactionRegulatory changes in the market risk