Job Description

Job Overview

Business Segment:

Corporate & Investment Banking

Location:

ZA, GP, Johannesburg, 30 Baker Street

Job Type:

Full-time

Job Ref ID:

80233214A-0001

Date Posted:

10/28/2025







The prime focus of the team is to perform calibration of all the models used in the counterparty credit risk and country risk measurement of the Standard Bank Group trading activities across all asset classes. The team is also responsible for back testing the adequacy of the models and parameters used at risk factor level. The person will support the development, extension, implementation, maintenance and governance of quantitative models related to counterparty credit risk primarily in the CIB portfolio.



Qualifications

Type of Qualification:

Postgraduate Degree

Field of Study:

Quantitative Finance / Actuarial Sciences / Finance Engineering / Financial Mathematics



Experience Required



3-7 years experience in measurement and management of counterparty credit risk exposure.



3-7 years experience and understanding of pricing of derivative products across multiple asset classes, an understanding of stochastic processes used in the modelling of risk drivers underlying the derivative valuation, fair understanding of basic coding, communication to various stakeholders



3-7 years experience in financial and derivative market products, quantitative modelling and problem solving.



Additional Information

Behavioural Competencies:

Checking Things

Conveying Self-Confidence

Developing Expertise

Examining Information

Following Procedures

Technical Competencies:

Data Analysis

Data Integrity

Documenting

Knowledge Classification

Statistical and Mathematical Analysis

Please note:

All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any from of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or TransactionFraudOpsSA@standardbank.co.za