Job Description

RMB is a place where exceptional people create their own opportunities by challenging the conventional and driving sustainable impact.
United by our proud heritage, strong ethics and philosophy of Traditional values. Innovative ideas, it’s the magic of our people and culture that sets us apart.
Now, is the time to imagine your next move with South Africa’s number one employer in Financial Services for 2025, where you can embrace the power of collective thinking to unlock unique opportunities for our clients and society.

Are You Someone Who Can

Analyse and research specific products and their valuation.
Initiate and implement mathematical modelling of new derivatives, notes and SFTs in line with trader specifications and deal confirmations
Liaise with traders to ascertain requirements for pre-trade pricing
Support quantification of any trade or business approved by the deal committee forum
Ensure models provide stable risk that is well understood and capture all risk
Apply a pragmatic lens where needed to make decisions regarding theory and practice
Build proficiency in usage of pricing libraries and systems used for flow and structured/exotic trades
Demonstrate Murex proficiency and ability to challenge and assess Murex models
Support modelling across vanilla and exotic valuations and their associated XVAs, as well as understanding counterparty risk on the trading book.
Challenge the status quo where appropriate to ensure models align with industry best practice
Demonstrate familiarity with regulations relating to derivatives and SFTs e.g. FRTB, SIMM, SA-CCR, SA-CVA
Build and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue, listen, advise, influence and negotiate to achieve correct outcomes
Initiate meetings with key stakeholders to track progress, manage expectations and ensure stakeholders requirements are delivered
Preserve relationships despite airing conflicting views and seek mutual gains when addressing conflicts
Anticipate consequences and adapt problem solving based on continual feedback
Act speedily to resolve problems, queries and complaints
Thrive in an unstructured environment where daily tasks are not obvious and urgent, often complex, items may arise
Adapt communication styles to meet the needs of different audiences
Demonstrate pride in the organisation’s brand, services and products by consistently delivering on the brand’s promise
Follow through to ensure that personal quality and productivity standards are consistently and accurately maintained
Stay relevant and up to date with legislation and new developments in quantitative finance
Maintain a positive attitude and respond openly to feedback
Handle stress in ways that do not negatively impact others
Take ownership of personal career development, leveraging formal and informal opportunities
Read situations and organisational realities
Set aside personal agenda for the greater good
Act in an ethical, transparent and morally defensible manner including highlighting unethical practices
Share, debate and communicate learnings
Flag and debate issues constructively
Promote a friendly and cooperative climate

You Will Be an Ideal Candidate If You have

Education: Minimum honours degree with some quant finance, Masters preferred
5 to 10 years in quantitative finance (ideally investment banking)
Systems and Library familiarity preferred: CompatibL, Murex,
Coding proficiency: C#, Python
Industry: Investment Banking

You will have access to:

Opportunities to network and collaborate
Challenging work
Opportunities to innovate

We can be a match if you are:

Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough
Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it
Love putting our clients at the forefront of what you do

Are you interested to take the step? We look forward to engaging with you further. Apply now!

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Important Closing Date Note

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

10/10/26

All appointments will be made in line with FirstRand Group’s Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.

FirstRand Bank India

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