Financial Modeller (JHB/CPT/Remote)
Cape Town – Western Cape ~ Johannesburg – Gauteng ~ Remote
A fast-growing FinTech company seeks a highly analytical & logical thinking Financial Modeller to join its global team. This role is a unique opportunity to gain excellent experience of structured finance transaction modelling through scripting. You will gain exposure to a wide variety of financial products and model techniques as you work with our client to reverse engineer structured deals to build a library of cashflow models. These models are used to value the performance of structured finance bonds.
- Work in a distributed team of talented Financial Engineers to model the payment flow of various structured finance transactions (CLO, CMBS etc.) using a proprietary scripting language.
- Script and test complex finance transactions to make up library of securitization models.
- Validate models against test data to ensure ongoing accuracy.
- Analyse legal documents on financial structures to understand the expected behaviour of the cashflows of a deal.
- Minimum Undergraduate Degree in Finance or Maths or Computer Science.
- ±5 Years’ relevant work experience.
- Keen interest in understanding structured Finance Modelling and transactions.
- Keen interest in scripting as an initial career path in Structured Finance.
- Experience in or demonstrable knowledge of a scripting language such as Python.
- Excellent Excel skills.
- Expert analytical and logical thinking capabilities.