Quantitative Analyst
CSPC
Johannesburg, Gauteng
Job description
About the Role
We are looking for a driven, analytically rigorous Quantitative Analyst to join our team. This is an excellent opportunity for a recent PhD or MSc graduate in Mathematics, Actuarial Science, Financial Mathematics, or a related quantitative discipline to apply advanced modelling techniques to real-world financial and business problems including derivatives pricing, risk modelling, and time series forecasting.
Key Responsibilities
● Design, build, and validate quantitative models for derivatives pricing, risk assessment, and portfolio optimisation.
● Apply stochastic calculus, time series analysis, and simulation-based methods (e.g. Monte Carlo) to forecast business and market metrics.
● Develop and maintain Python/MATLAB tools for model calibration, numerical optimisation, and data analysis.
● Conduct Value-at-Risk (VaR) and extreme value theory analysis to support risk management decisions.
● Translate complex quantitative findings into clear insights for both technical and non-technical stakeholders.
● Collaborate with cross-functional teams to improve the accuracy and reliability of forecasting models.
What We're Looking For
● A PhD or Master's degree in Mathematics, Actuarial Science, Financial Mathematics, Statistics, or a closely related field.
● Strong theoretical grounding in probability theory, measure theory, stochastic processes, and financial derivatives.
● Proficiency in Python (NumPy, Pandas, SciPy, Matplotlib) and/or MATLAB; SQL and advanced Excel skills are a plus.
● Hands-on experience with Monte Carlo simulation, finite-difference methods, or Fourier methods for PDEs.
● Excellent communication skills, with the ability to present complex quantitative work clearly.
● A collaborative mindset and a track record of delivering high-quality, independent research or project work.
Nice to Have
● Peer-reviewed publications or research experience in applied mathematics or quantitative finance.
● Teaching, tutoring, or mentoring experience in a quantitative subject.
● Demonstrated leadership experience (e.g. running a society, securing funding, organising events).
What We Offer
● A structured entry-level pathway into quantitative finance, with mentorship from experienced analysts.
● Exposure to real derivatives pricing, risk, and forecasting projects from day one.
● A collaborative, intellectually curious team environment.
● Competitive salary and benefits, commensurate with experience.
Pay: R382 285,44 - R890 011,41 per year
Work Location: In person
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