{"id":1904230,"url":"https://alion.io/job/firstrand-quantitative-transactor","title":"Quantitative Transactor","company":{"id":4436,"name":"FirstRand","domain":"firstrand.co.za","url":"https://alion.io/company/firstrand","size_band":"501-1000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":null},"role":"Legal","role_family":"Legal","seniority":"junior","employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Sandton, South Africa"],"countries":["ZA"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":14500,"max_usd":31000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":12},"experience_years_min":2,"visa_sponsorship":false,"relocation_package":false,"has_equity":true,"technologies":[{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-10-05T12:16:02Z","employer_posted_date":"2026-10-05","last_verified_at":"2026-10-06T21:11:08Z","board_verified":true,"closed_at":null,"days_open":1,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":1},"description":"Job Description\nTo build, price and validate the quantitative models behind Investment Solutions transactions, and to support the deal team in taking those transactions from first idea to closing. The role is mainly modelling: the Quantitative Dealmaker owns the numbers on each deal and makes sure they hold up with clients, credit, legal and the regulator.Are You Someone Who Can\nModelling and pricing\nBuild, maintain and review pricing and cash-flow models, including waterfall analysis and hedge valuation, for securitisations, repacks, credit-linked notes, conduit funding and pooled credit structures.\nDevelop and validate structured credit models, and test them before they are relied on for pricing or committee decisions.\nPrice transactions and run stress, sensitivity, default, prepayment and rating-scenario analysis.\nModel the capital, funding and liquidity effect of structures on the bank and on clients.\nAnalysis and data\nAnalyse cash-flow and asset performance data on new and closed transactions.• \nWork with large loan-level and portfolio datasets: clean them, interrogate them and turn them into model inputs.• \nResearch credit performance, market trends and modelling techniques relevant to the team's structures.\nDeal support\nOwn the modelling workstream on each transaction and deliver it accurately under deal pressure and tight timelines.• \nTurn model output into term sheets, credit papers, committee submissions and client presentations.• \nPresent and explain model results to clients, alongside the deal team.• \nReview transaction documents with internal and external lawyers to confirm they match the model: priority of payments, triggers, definitions and reporting.• \nSupport the set-up and running of ring-fenced issuer vehicles, including investor and noteholder reporting.\nSouth African regulatory context\nApply the Banks Act framework to structures, including the Securitisation Exemption Notice and Commercial Paper Exemption Notice and the Regulations relating to Banks.• \nTake account of JSE debt listing requirements and exchange control rules where they affect a structure.\nTools and model governance\nDevelop high-quality, well-documented models (in Excel, R or Python), to automate data processing, model implementation and reporting.\nKeep models documented, version-controlled and ready for model validation and audit.\nImprove the team's modelling library over time.\nYou Will Be An Ideal Candidate If You:\nA postgraduate degree: Honours (NQF 8) or Master's (NQF 9) in Actuarial Science, Mathematics of Finance or Engineering, Mathematical Statistics, Applied Mathematics, or a closely related quantitative field.\n2 to 4 years' post-graduate experience in quantitative modelling, in structured finance, credit, corporate and investment banking, insurance or an actuarial role.\nA strong modelling background, including building financial models from first principles, not only running existing ones.\nAdvantageous\nGood progress on the Actuarial Society of South Africa (ASSA) exams; Technical Member (TASSA) or Associate (AMASSA) status.\nCFA, FRM, or CA(SA), or relevant engineering qualification, completed or in progress.\nExposure to securitisation of mortgage, consumer, corporate loan or other asset classes, repacks, credit-linked notes or conduit funding.\n\nYou Will Have Access To:\nOpportunities to network and collaborate\nChallenging Working\nOpportunities to innovate\nWe Can Be a Match If You Are\nCurious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to\nObsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it\nAre you interested to take the step? We look forward to engaging with you further. Apply now!\nImportant Closing Date Note\nTake note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.\n14/10/26All 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.","description_format":"text","description_chars":4363,"description_truncated":false,"requirements":{"experience_years_min":2,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"master","optional":false},"security_clearance":false,"languages":[]},"benefits":["Equity"],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Commercial & Retail Banks","Investment Banking & M&A Advisory","Leasing, Auto & Equipment Finance"],"lifecycle":[{"event":"open","at":"2026-10-05T12:16:02Z"}],"visa":[],"liveness":{"score":90,"band":"hot","label":"Hiring now","p_open":1,"p_active":0.903,"p_room":1,"age_days":0,"expected_fill_days":23,"reasons":["conf:1","velocity","win:early","comp:junior"],"computed_at":"2026-10-06T05:45:30Z"},"pay":null,"html_url":"https://alion.io/job/firstrand-quantitative-transactor","json_url":"https://alion.io/job/firstrand-quantitative-transactor.json","meta":{"generated_at":"2026-10-06T21:32:16Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler","counted_by":"address","units_charged":1,"used_today":1088,"day_limit":5000,"remaining_today":3912,"minute_limit":60,"resets_at":"2026-10-07T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":4436},"rest":"https://alion.io/mcp/rest/get_company?id=4436"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Ffirstrand-quantitative-transactor"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Ffirstrand-quantitative-transactor"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Ffirstrand-quantitative-transactor"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/firstrand-quantitative-transactor\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Ffirstrand-quantitative-transactor"}]}