Senior Quantitative Analyst

About the role

Rosstone Consulting is seeking a Senior Quantitative Analyst on a contractor basis to support its cross‑asset trading and risk initiatives in Sandton. The role combines quantitative analysis, financial modelling, and close collaboration with trading and risk teams to drive data‑driven decisions.

Key responsibilities

• Collaborate with cross‑functional teams to analyse and document existing non‑linear trading functionality and its business usage.
• Analyse the financial costs of risk and uncertainty, providing actionable insights for risk mitigation.

Required profile

• BSc in Mathematical Sciences, Financial Engineering, Actuarial Science, or Engineering.
• Professional certifications such as CQF (Certificate in Quantitative Finance) and CFA (Chartered Financial Analyst).
• Experience in Cross‑Asset Trading and Risk, Derivatives Trading (volatility), and X‑valuations and analytics.
• Proven project‑management track record from design through validation.
• Strong analytical, problem‑solving, and stakeholder communication skills.

Required skills

• Programming languages: Python, SQL, C++, C#, VBA, R, Matlab, Java.
• Trading platforms: Front Arena, Murex, Calypso.