Role Description
- Valuation Control (VC) Strats team, part of Group Strategic Analytics (GSA), plays a key role in supporting the bank’s Valuation Control (VC) function which is responsible for the independent valuation of the bank’s fair value balance sheet. This collaboration ensures correct fair value reporting and appropriate reserving and regulatory capital calculation for the bank’s financial instruments.
- The candidate is required to work in collaboration with Valuation managers, FO Quant across globe and drive enhancement in valuation processes and methodologies on various internal and regulatory driven projects. Candidate is required to have a deep understanding of Independent Pricing Verification, Reserves & Prudent valuation process.
- Candidate should be able to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python programming language so coding knowledge is must. Candidate should possess a very good English communication skill to coordinate and communicate his work effectively with various stakeholders spread across globe.
- Candidate will also facilitate and foster stakeholder relationships globally and within the local region and will also be responsible for development, Support and motivation of the team.
Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
Our People
Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients.
Your Key Responsibilities
- Work on automation and optimization of valuation control process
- Build quantitative solution and methodology around reserves, prudent valuation.
- Develop, Implement, enhance and maintain existing framework to measure valuation risk across the bank
- Understand and decipher business problem to convert into manageable smaller problem statements
- Coordinate and gather information from various stakeholders for deeper understanding of the business
- Design automated solutions which are optimized and scalable
- Develop libraries in Python to provide solutions to the business
- Remediation of regulatory as well as external and internal findings against the valuation control business
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Your Skills And Experience
- A strong, relevant background and 6+ years of comparable experience for AVP and 3+ years for Associate.
- Strong analytical skills demonstrated by a background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background from top colleges
- Industry experience in programming in Python and programming concepts ( Class, Pointers, Data structure – stacks, queue)
- Good product knowledge of derivatives and pricing in at least one asset class – Equity, Credit, Rates, FX, Commodities.
- Experience in valuation models and pricing techniques
- Market risk, Middle office, Valuations background with relevant subject matter expertise in one of the three disciplines
- Excellent communication skills and attention to detail
- Strong analytical, problem solving instincts and critical thinking skills with ability to cope well under pressure and tight timelines
- A track record of working in Projects and supporting Production environment simultaneously
Certification such as FRM or CFA or CQF is preferred
A high-performing, research-led, collaborative, equities stat arb team in London is hiring a Quant Researcher to become the number 2 and drive alpha and signal generation. This is a rare chance to join a lean pod where researchers have real ownership, strong engineering support around them, and a clear mandate across cash equities.
Scope:
- Research, design, and validate alpha signals for cash equities stat arb strategies
- Build robust feature sets from market, fundamental, and alternative datasets
- Run disciplined backtesting and statistical validation to avoid overfitting
- Translate research into production-ready signals in collaboration with engineering
- Monitor live performance and iterate on signals as market regimes shift
- Contribute to idea generation and the team’s evolving research framework
Ideal profile:
- 5-15 years of experience in systematic equity research.
- Strong statistical intuition and a rigorous research process (hypothesis, testing, validation)
- Solid programming skills (Python required; familiarity with research-to-production workflows is a plus)
- Experience working with equities data and market microstructure awareness preferred
- Candidates from prop trading environments are interesting, but top long-only / fundamental researchers with a systematic mindset are also of interest.
- Comfort working in a small, high-accountability team where your work has visible impact
Nice to have
- Single-stock research exposure with a clear, testable signal mindset
- Experience with factor research, statistical arbitrage, or systematic equities strategies
- Familiarity with portfolio construction concepts and risk-aware signal development
- CQF qualification.
Logistics
- London-based role, on-site
- No remote / overseas-based working
- Visa sponsorship available
- Hiring timeline: next 1 to 2 months
Our client is building out a new Relative Value Commodities business. This is a completely blank canvas with no one in the business currently running Commodity strategies. The fund is open to all different types of Commodities Portfolio Managers from Discretionary, Quantamental, and fully automated, Cross-Commodity, Cross-Energy, Metals, etc.
The major requirement here is that you have experience building a business previously within your own vertical. You must have an idea of market connectivity, data vendor sources, costs, runway timelines etc. The fund will absorb a large portion of the costs to get you up and running, and there is flexibility around IP ownership and DD limits. The centralized quantitative resources will be at hand to assist with the infrastructure buildout.
Must have:-
- Current live positive track record with a Sharpe of 1.5+.
- $20Mn+ PnL
- Extensive experience in the Commodities arena.
- Built a Commodities business before.
- Expertise in either Cross-Commodities, Cross Energy, or Metals strategies.
- If quant then a CQF qualification would be a bonus.
A leading $10+ billion hedge fund has a strong established Macro desk and right now is seeking to expand it and hire multiple senior quant researchers, who will be sub-portfolio managers to lead the direction of statistical arbitrage RV strategy in commodities (metals, softs and power). You get your own carve out from the central book, and your compensation will be PnL driven, based on the profit your signals generate. The opportunity here is that you will be a part of the centralised Macro desk and collaborate with other quant researchers to develop systematic Stat Arb macro strategies and get the PnL cut, but at the same time you don’t need to be a standalone portfolio manager and manage a team.
- Exceptional in Python or C++ coding skills.
- Track record of generating positive alpha at least 3+ years
- Systematic Macro strategies in Commodities (softs, metals, energy/power)
- Global markets (US, Europe, Asia)
- CQF preferred
Riskworx is a boutique Financial and Quantitative Modelling consultancy specializing in Banking and Capital Markets. With over 25 years of experience, we bring a unique fusion of knowledge, skills, and impact to the banking sector.
Our expertise spans a wide range of risk types and balance sheet management concerns, including market, credit, liquidity, and operational risk. We are dedicated to delivering effective solutions that address the complex needs of our clients, helping them navigate evolving regulations and leverage technological advancements to their advantage.
Our commitment to problem-solving, value delivery, and building strong client relationships sets us apart in the industry.
Join us at the Riskworx Academy for an exhilarating 3-month Bootcamp, where we handpick graduates from quantitative fields through our rigorous recruitment process to join our exclusive Mavericks Programme.
Throughout this Bootcamp, you’ll have the chance to leverage your skills in computer science, statistics, economics, and applied mathematics to tackle contemporary challenges in financial risk management.
Upon successfully completing the program, you’ll be fully prepared to embark on your career in financial engineering.
Requirements Degree & Qualifications Currently completing (or recently completed) Honours/Masters degree, specialising in any of the following disciplines:
- Financial Engineering
- Financial Risk Management
- Quantitative Risk Management
- Actuarial Science – for those committed to pursuing a career in Financial Engineering
- Mathematical Statistics
- Applied/Financial Mathematics
- Mathematical Sciences
- Business Finance/ Finance (BCom Hns)
Intention to pursue one of the below professional qualifications is advantageous:
Skills
- Excellent written & presentation skills
- Strong mathematical and analytical skills including stochastic calculus and time series analysis
- Strong data analysis skills
- Strong financial modelling skills are advantageous
- Software Engineering skills are advantageous
Responsibilities
- Knowledge of Derivative Pricing and Risk Management are advantageous
- Implement and enhance the Riskworx quantitative pricing library
- Engage in research, and new developing areas of interest, elevate the firm’s profile while simultaneously raising your own, through channels such as webinars, research papers and blogs
- Work with the team to provide consulting and advisory services for clients, especially in the following areas: full lifecycle management of models both regulatory and economic, including but not limited to Valuations, Credit Risk (direct and counterparty), Market Risk, Balance Sheet Management and ESG
- Implementation, validation, specification and benchmarking of valuation and risk models across a broad range of asset classes
- Solicit, capture, understand, and solve key client pain points, including requirements captured via business requirement documents (BRDs) and product specifications
- This role is based in Johannesburg and is set to commence in early January 2027
- Please note: Only applications from South African citizens and South African permanent residents will be considered
- A completed postgraduate degree is a requirement for this position
- Offers for this role are made at Riskworx’s discretion***
Psybergate is an IT company that builds bespoke software solutions and provides highly skilled resources to its clients.
We are looking for a Quantitative Analytics Consultant to join our financial services client based in Sandton on a 12 month contract.
What you will be doing
- Collaborate with cross-functional teams to analyse and document existing non-linear trading functionality and its business usage
- Analyse the financial cost of risk and uncertainty to support trading and strategic decisions
- Lead solution design for future trading integrations across APIs and backend systems
- Act as a liaison between technical teams and business stakeholders to ensure seamless delivery of inflight projects
- Support the design, execution, and validation of solutions from concept through to implementation
- Provide expert support and training to internal teams and platform users
- Conduct regular product and platform reviews to ensure alignment with market trends and business needs
- Contribute to continuous improvement of trading systems and processes
- Apply strong quantitative and analytical techniques to solve complex financial problems
- Work with large datasets and financial models to drive insights and decision-making
- Ensure alignment of solutions with trading strategies and overall business objectives
- Collaborate with stakeholders to communicate technical concepts clearly and effectively
- Support multiple projects simultaneously while maintaining high-quality delivery standards
- Build and maintain strong relationships with business and technical stakeholders
What we are looking for
- Bachelor’s degree in a quantitative field such as:
- Mathematical Sciences (Computational Science)
- Financial Engineering o Actuarial Science or Financial Mathematics o Engineering (e.g. Mechatronics)
- Additional certifications such as CQF (Certificate in Quantitative Finance) or ACI Dealing Certificate are advantageous
- Strong experience in trading platforms such as Front Arena, Murex, or Calypso
- Proficiency in programming languages such as Python, C++, SQL, VBA, R, Matlab, or Golang
- Solid understanding of financial modelling, trading systems, and market dynamics
- Strong analytical and problem-solving skills with the ability to interpret complex data
- Experience in project delivery, including requirement analysis, solution design, and implementation
- Knowledge of risk management practices and regulatory requirements
- Proven ability to work across cross-functional teams and manage multiple priorities
- Strong communication and stakeholder engagement skills
- Ability to align technical solutions with broader business and trading strategies
- Adaptability to evolving technologies and market conditions
MerQube is an innovative fintech firm, leading the development of cutting-edge technology for indexing and rules-based investing. MerQube offers design and calculation solutions for complex rules-based strategies. Launched in 2019 in New York and San Francisco by a team of index industry veterans and technology experts, MerQube was created to provide a technology focused alternative.
MerQube designs and calculates a wide variety of indices, ranging from thematic to ESG, QIS and delta one, while covering multi-asset, equities, futures as well as options. Leveraging cloud-based architecture and today’s most advanced index-tracking technology, MerQube’s platform enables its clients to bring ideas to market quickly and efficiently.
The Role
As an Index Production Intern, you will work closely with MerQube’s Index Production team to support the daily maintenance and governance of global indices. This internship provides direct exposure to real-world index calculations, data validation, and rebalancing processes within a fast-paced fintech environment.
What You’ll Do:
- Support daily index production, including validation and monitoring of index levels
- Assist with corporate action analysis and implementation
- Perform quality checks on market and reference data
- Support index rebalances and operational reviews
- Conduct ad-hoc quantitative and data analysis
- Document processes and support continuous operational improvements
What You’ll Learn:
- End-to-end index lifecycle management
- Data quality and governance in index calculation
- Practical application of quantitative analysis in index strategies
- How technology enables scalable, rules-based investing
Who You Are:
- Currently pursuing a degree in a quantitative or finance-related discipline
- Detail-oriented with strong analytical and problem-solving skills
- Comfortable working with data and eager to learn new tools
- Interested in indices, financial markets, and fintech innovation
Why MerQube:
- Exposure to industry-leading index technology
- Collaborative, fast-growing fintech environment
- Meaningful responsibility and real-world learning
- Strong mentorship and professional development
Qualifications:
- Bachelor’s degree in finance, mathematics, or a related field; advanced coursework or certifications (e.g., MSc, CFA, CQF) are a plus.
- Basic to intermediate proficiency in SQL and Python, with the ability to apply these skills to improve operational efficiency.
- Strong analytical and problem-solving skills, with the ability to deliver actionable insights to stakeholders.
Benefits:
- Competitive compensation packages and benefits.
- Flexible working arrangements, including WFH options.
- Community-first environment fostering strong relationships.
- Emphasis on health, wellness, and work-life balance
- Opportunities for continuous learning, development, and career growth
We are seeking a hands-on technical leader to design and build high-performance trading intelligence platforms. This role combines quantitative research with software engineering to develop ultra-low-latency, cloud-native trading systems. You will lead a team of quantitative developers, data scientists, and DevOps engineers to deliver AI/ML-powered trading solutions.
Key Responsibilities
- Platform Engineering: Design and build ultra-low-latency trading platforms with container orchestration (Kubernetes) and infrastructure-as-code (Terraform).
- Quantitative Research: Develop, backtest, and deploy algorithmic trading strategies and quantitative models.
- System Architecture: Architect event-driven microservices (Kafka) and low-latency APIs for real-time market data and trade execution.
- Cloud Operations: Deploy and optimize cloud-native platforms (AWS/Azure/GCP) with multi-region redundancy and auto-scaling.
- MLOps: Deploy AI/ML models for price prediction and signal generation using MLflow, Kubeflow, and feature stores.
- High-Performance Computing: Build distributed systems for Monte Carlo simulations, real-time risk analytics, and GPU-accelerated processing.
- Cybersecurity: Implement trading-critical security (zero-trust, secrets management, audit trails) and regulatory compliance (MiFID II, MAS).
- Team Leadership: Lead and mentor a team of quants, data scientists, and engineers while collaborating with traders and risk teams.
Required Qualifications
- 10-15 years in quantitative trading, algorithmic trading systems, or financial technology.
- 3-5 years in technical leadership managing quant or engineering teams.
- Expert programming in Python, C++, or Java with performance optimization focus.
- Deep expertise in distributed systems, microservices, and event-driven architectures (Kafka).
- Strong experience with Kubernetes, Terraform, and cloud platforms (AWS/Azure/GCP).
- Proven track record building and deploying production trading systems or quantitative strategies.
- Strong machine learning expertise (TensorFlow, PyTorch) and MLOps practices.
- Deep understanding of financial markets, market microstructure, and algorithmic trading.
Preferred Qualifications
- Master’s or PhD in Computer Science, Financial Engineering, Mathematics, or related field.
- Cloud certifications (AWS Solutions Architect, Azure Solutions Architect, GCP Professional).
- Kubernetes certifications (CKA, CKAD, CKS).
- Experience with FIX protocol, HFT, or market making.
- CFA, FRM, or CQF certification.
A close hedge fund client of ours is building out a new Commodities pod business. They are in their infancy of the build-out and are open to all different types of Commodities Portfolio Managers from Discretionary, Quantamental, and fully automated, Cross-Commodity, Cross-Energy, Metals, etc.
The major requirement here is that you have experience building a business previously within your own vertical. You must have an idea of market connectivity, data vendor sources, costs, runway timelines etc. The fund will absorb a large portion of the costs to get you up and running, and there is flexibility around IP ownership and DD limits. The centralized quantitative resources will be at hand to assist with the infrastructure buildout.
Must have:-
- Current live positive track record with a Sharpe of 1.5+.
- $15Mn+ PnL
- Extensive experience in the Commodities arena.
- Built a Commodities business before.
- Expertise in either Cross-Commodities, Cross Energy, or Metals strategies.
- If quant then a CQF qualification would be a bonus.
