|Location:||Cape Town, Westlake|
Job descriptionJoin a leading & highly rated Stockbroking team of a fast-paced provider of cutting-edge Financial Solutions in Tokai seeking to fill the critical role of a Quantitative Developer who's passionate about analysis and development. Your role will entail the design, testing & build of financial models in the areas of Quantitative Analysis and Software Development Arena with a focus on providing value-add, thought-provoking analysis. The ideal candidate must possess a Bachelor of Actuarial Science/Statistical Science/Mathematics, or Finance or equivalent discipline, 3-6 years' relevant work experience, have worked mainly within Object Orientated Application Environments, produced complex program specifications and implement system enhancements, understand market data and knows when to question the validity of information and queries the JSE or Bloomberg & your toolset should include C#, MATLAB, R, MS SQL & MySQL, Java, .Net and Excel/Outlook Add in applications.
- Responsible for designing, testing and building financial models.
- Develop complex functionality for in-house Excel Proprietary System.
- Scenario analysis and fund combining sheets for clients.
- Conduct advanced data analysis and complex algorithms.
- Work with institute stakeholders to identify the business requirements and the expected outcome.
- Collaborate with team on new analytics projects.
- Create own analytics products.
- Model and frame business scenarios after liaison with Business Analysts.
- Identify what data is available and relevant, including internal and external data sources.
- Can execute complex data queries from clients quickly and efficiently based on knowledge what we have in the databases and how to manipulate it to deliver accurate data solutions to clients.
- Work with the IT teams to support collection, integration and retention of data.
- Solve client analytics problems and communicate results and methodologies.
- Create and maintain various reports across the trading desk.
- Understand more than anyone the underlying methodologies and philosophies behind the data, math, and implementations.
- Develop experimental design approaches to validate findings or test hypotheses.
- Employ the appropriate algorithm to discover patterns.
- Write production algorithms and automations that go into reports or business processes
- Define the validity of the information and work with the data steward to ensure that the information used is in compliance with the regulatory and security policies
- Present and depict the rationale of findings in easy-to-understand terms for business
- Provide business metrics for the overall project to show improvements and monitoring of performance
- Troubleshoot and implement enhancements and fixes to systems as needed.
- Relevant tertiary qualification(s), such as Bachelor of Actuarial Science, Statistical Science, Mathematics, or Finance.
- 3-6 years relevant work experience.
- Working mainly within Object Orientated Application Environments designs, codes, tests, debugs and corrects programs in development in OO environments.
- Provide support and maintenance of computer systems.
- Produce complex program specifications and implement system enhancements.
- Work within a strict framework of programming standards and may give input into programming standards and applies Main Frame, Desktop and Embedded Technologies.
- Deliver results with IT development language and types such as Java and C++.
- Understanding the fundamental theory behind financial models.
- Understand the underlying methodologies and philosophies behind the data, math, and implementations.
- Define the validity of the information and works with the data steward to ensure that the information used is in compliance with the regulatory and security policies
- Understand market data and knows when to question the validity of information and queries the JSE or Bloomberg.
- Great analytical skills.
System exposure -
- C# Microsoft technology stack and services
- MS SQL and MySQL databases
Personal Skills/AttributesQuantitative, Developer, MATLAB
Posted on 20 Aug 14:29
087 351 0743