Job Description

Job Details Our international team provides trading, sales, structuring and risk management solutions for our clients across global financial markets. This includes FX, commodities, equity, credit, fixed income and debt instruments. We also offer market insight, trading services, analytics and new financial products across a number of asset classes.Job PurposeEngage directly with the FX Algorithmic Trading and the Electronic Execution Services teams, providing quantitative support in the form of:Assisting to develop new automated trading and risk management strategiesImproving existing strategiesDeveloping models for back testing and optimizing strategiesManage a full time QAD IT resource that will focus onMaintaining the existing QuantTools libraries and all dependenciesImproving existing QuantTools processesDeveloping enhancements for QuantTools librariesProviding support for downstream systems that the Quant Team interface with such as Alchemy and Markit

Responsibilities + Skills

Assist sales, structuring and trading teams in constructing spreadsheets that use in-house analytics.Stay up to date with new ideas and apply to local solutions.Use mathematical tools such as optimization routines, finite difference schemes, Monte Carlo and other numerical algorithms.


Work to develop new models.Test and document proprietary implementations of pricing models.


Job Summary

  • Published on: Thursday, 9th July 2020
  • Designation: Analyst, Quantitative
  • industry: Finance
  • Vacancy: 1
  • Employment Status: Full-time
  • Job Location: Johannesburg
  • Salary: 0
  • Gender:
  • Application Deadline: Thursday, 9th July 2020

About the Company

  • Company Name: Standard Bank Group.
  • Address: 9th Floor 011 636 9111/2 SBZAZAJJ Standard Bank Centre 5 Simmonds Street Johannesburg 2001 P O Box 7725
  • Website:
  • Company Profile:
  • To provide design and build decision agents and Credit process requirements for all Personal and Business products across the risk lifecycle for a particular stream (i.e. origination, account management and collections - to be customised per jobholder). This includes the process design of the end-to-end solution and working closely with appropriate Architectures (e.g., IT, Credit, Business, Data, etc.) to formulate sustainable strategic solutions.

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