Senior Front Office Technical Analyst

Absa Bank Limited

Not specified
Trading pnl substantiation and explanation
Market data and valuation models
Trade life cycle events
Absa Bank Limited is seeking a Senior Front Office Technical Analyst for their CIB Markets division, focusing on the analysis and substantiation of trading PnL and market data management. The ideal candidate should have significant experience in quantitative finance, risk management, and a solid understanding of various asset classes

Job Summary

  • Ensure that trading PnL is fully substantiated and explained by attributing the Profit & Loss into the Greeks as well as understanding any new positions or edit and by comparing this to trader flash.
  • Build a good working relationship with business and stakeholders to provide support around trade life cycle events, building efficiencies and mentoring and managing the team members of the asset class.
  • Develop, test and deploy new market data or the change in market data to the firm’s systems and keep the record of all pertinent information.

Matching Summary

Match Score: 85

Absa Bank Limited is seeking a Senior Front Office Technical Analyst for their CIB Markets division, focusing on the analysis and substantiation of trading PnL and market data management. The ideal candidate should have significant experience in quantitative finance, risk management, and a solid understanding of various asset classes.

Skills & Requirements

Must-have

  • Trading PnL substantiation and explanation
  • Market data and valuation models
  • Trade life cycle events
  • Front Arena system readiness
  • Risk and P&L validation
  • Stakeholder interaction with Front Office, Finance, Risk

Nice-to-have

  • Mentoring and managing team members
  • Working with industry utilities and intermediaries
  • Postgraduate qualification
  • CFA / FRM certification

Key Requirements

  • At least 5 years of relevant experience
  • Tertiary Education Quantitative (Fin Maths / Maths / Statistics / Comp Sc etc/Finance/Economics)
  • Solid understanding of most / all asset classes
  • Coding skills
  • Good system skills (in-depth experience working with treasury or risk system)

Work Rights

Not specified

Tailored Resume

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