About this role
Job DescriptionRMB 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 CanAnalyse 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 confirmationsLiaise with traders to ascertain requirements for pre-trade pricingSupport quantification of any trade or business approved by the deal committee forumEnsure models provide stable risk that is well understood and capture all riskApply a pragmatic lens where needed to make decisions regarding theory and practiceBuild proficiency in usage of pricing libraries and systems used for flow and structured/exotic tradesDemonstrate Murex proficiency and ability to challenge and assess Murex modelsSupport 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 practiceDemonstrate familiarity with regulations relating to derivatives and SFTs e.g. FRTB, SIMM, SA-CCR, SA-CVABuild and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue, listen, advise, influence and negotiate to achieve correct outcomesInitiate meetings with key stakeholders to track progress, manage expectations and ensure stakeholders requirements are deliveredPreserve relationships despite airing conflicting views and seek mutual gains when addressing conflictsAnticipate consequences and adapt problem solving based on continual feedbackAct speedily to resolve problems, queries and complaintsThrive in an unstructured environment where daily tasks are not obvious and urgent, often complex, items may ariseAdapt communication styles to meet the needs of different audiencesDemonstrate pride in the organisation’s brand, services and products by consistently delivering on the brand’s promiseFollow through to ensure that personal quality and productivity standards are consistently and accurately maintainedStay relevant and up to date with legislation and new developments in quantitative financeMaintain a positive attitude and respond openly to feedbackHandle stress in ways that do not negatively impact othersTake ownership of personal career development, leveraging formal and informal opportunitiesRead situations and organisational realitiesSet aside personal agenda for the greater goodAct in an ethical, transparent and morally defensible manner including highlighting unethical practicesShare, debate and communicate learningsFlag and debate issues constructivelyPromote a friendly and cooperative climate You Will Be an Ideal Candidate If You haveEducation: Minimum honours degree with some quant finance, Masters preferred5 to 10 years in quantitative finance (ideally investment banking)Systems and Library familiarity preferred: CompatibL, Murex,Coding proficiency: C#, PythonIndustry: Investment Banking You will have access to: Opportunities to network and collaborateChallenging workOpportunities 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 enoughObsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do itLove 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! #post#RMB#LI - Sp3 Important Closing Date NoteTake note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.10/10/26All 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.
- LOCATION
- Johannesburg, Gauteng
- WORK MODE
- On-site
- JOB TYPE
- Full-time
- POSTED
- 29 Sept 2026
Source: FirstRand / FNB Careers