Instrument Risk Specialist – Data & Risk Systems
Prescient Investment Management · Cape Town
Job description
About the role
Prescient Investment Management is seeking an Instrument Risk Specialist to design, build and govern the systems that classify financial instruments, roll forward credit ratings and validate pricing across asset classes. The role sits within the Portfolio Risk & Analytics team and reports to the Manager, PRA.
Key responsibilities
- Design and implement automated, governed classification and valuation pipelines on Prescient’s cloud data platform (AWS, GitHub, Airflow).
- Translate regulatory and mandate requirements into auditable data definitions and checks.
- Make daily judgment calls on new‑instrument classification, valuation edge cases and reasonableness of results.
- Develop controls to detect silent failures before they reach clients or auditors.
- Own data contracts and vendor relationships for critical instrument and pricing sources.
- Document system assumptions, scope and validation logic to enable maintenance by others.
- Certify and defend numbers to auditors, governance forums and clients, providing evidence when challenged.
Required profile
- 5–8 years of experience in quantitative markets, risk or investment‑data roles with ownership of outcomes.
- Strong understanding of credit and market risk, regulatory reporting and instrument valuation across asset classes.
- Post‑graduate qualification in a quantitative discipline (e.g., financial engineering, statistics) or equivalent practical experience.
Required skills
- Python programming (essential).
- SQL.
- Experience with AWS cloud services.
- Version control using Git/GitHub.
- Workflow orchestration with Airflow.
- Familiarity with C#, R or SAS is advantageous.
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Published 5 hours ago
Expires 1 month from now
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Prescient Investment Management
Cape Town
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