Market Risk Manager

Recruiter:

Network Recruitment

Job Ref:

NFP014108/RDL

Date posted:

Tuesday, April 30, 2024

Location:

Johannesburg, South Africa

Salary:

700 000

SUMMARY:
Join our dynamic team focused on quantitative valuation and financial risk analysis. You will collaborate with seasoned capital market experts, honing your skills to become a specialist in the field.

POSITION INFO:
Job Description
Leading projects and fostering talent within our team will be integral to your role. Your ability to deliver, report, and evaluate results will be crucial in meeting stakeholder and regulatory expectations.

Responsibilities

Collaborate with senior managers to provide high-quality valuation and risk analysis services to banking and financial clients
Review and assess market risk techniques and processes for clients
Support projects on Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB)
Contribute to Liquidity Risk and Counterparty Credit Risk projects, including framework review and implementation
Participate in Derivatives valuation projects using analytical and numerical methods
Prepare briefs, analytical notes, and reports sections
Manage client relationships and oversee work program delivery
Coordinate with specialists across the team and firm
Ensure high-quality deliverables within agreed timelines and budgets
Identify and document risks, issues, and conclusions, escalating as needed
Contribute to client research on the evolving financial landscape
Engage with the broader professional community for business growth opportunities
Mentor and coach junior staff

Education

Honour's degree in Quantitative Finance, with a master's in Financial Engineering or Quantitative Finance preferred
FRM or PRM certification (advantageous)

Job Experience & Skills Required

Minimum 5 years' experience in a prominent South African bank or professional services firm
Strong quantitative and development skills (Excel, VBA, Python, R, C++)
Proficient in business writing
Detail-oriented with the ability to work under pressure
Collaborative team player

Apply now!

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