finance

B.Sc Honours with 2-4 years experience as a quant with exp in PD, LGD and EAD model development is a must and SAS, Matlab, VBA programming and or similar are preferred. Validate rating models to ensure they are measuring risk accurately for regulatory and economic capital purposes. Team seeks a candidate with a strong acadmic background and an understanding of Basel II.
jann@thepc.co.za

B.Sc Honours Maths / Stats / Act Sci with experience in model development (PD and LGD) and pricing financial instruments pref derivatives. Develop credit rating and stress testing models which comply with Basel II requirements. Suited to an individual with excellent written and communication skills who is mathematically inclined.
jann@thepc.co.za

B.Sc Honours Maths/Stats/Acc with 3-5 years experience. Develop models to rate various counterparty exposures across the bank (retail, corporate and lending). improve risk management capabilities to meet basel 2 requirements. Knowledge of Basel II and credit processes, including collateral, credit application and pricing and fin modelling expereince are key. Suited to a lateral thinker who is delivery focused.
jann@thepc.co.za

B.Comm Honours, Stats / ActSci with 2-4 years experience. Work on ongoing Basel 2 Credit projects and support the wider ERM division within quantitative analysis. Involvement in testing and monitoring of PD, LGD and EAD, reports on the rating system and validations.
jann@thepc.co.za

B.Sc Honours Maths / Fin Maths / Quant with 2-3 years experience in quants analysis. Assist the market risk team to validate valuation methods assumed in the trading environ, provide quantitative finance related assistance to the greater team. Strong knowledge of financial markets and trading products.
jann@thepc.co.za

Leading securities house seeks a young and dynamic professional with 5-8 years experience, including exposure to an offshore client base. Play a pivotal role in executing orders as well as managing a team. Superb opportunity for a well networked and reputable individual to move this team forward.
jann@thepc.co.za

M.Sc / CFA / B.Com Honours with 5 years experience in a market risk environment, riskwatch and front office systems advantageous. Manage, maintain and develop quantitative models across all asset classes. Strong business acumen and product knowledge will be key to your success.
jann@thepc.co.za

CA(SA) / B.Sc Honours, Advanced Maths of Finance with 2-3 years experience in treasury advisory or valuation of financial instruments and products. Focus on the calculation of fair value adjustments, price testing and bid offer testing, across all desks or product / asset class. Knowledge across all asset classes, IT, risk and valuation drivers are key!
jann@thepc.co.za

CA(SA) / B.Bus.Science with 3-5 years relevant experience. Involvement in the origination and execution of bonds, commercial paper and securitisation. Work with the team to structure innovative market developing finance solutions. Proven track record in originating DCM transactions. Commercial savvy and strong interpersonal skills are key.
jann@thepc.co.za