Market Risk Manager

Recruiter:

e-Volving

Job Ref:

MN_493928626324

Date posted:

Tuesday, November 16, 2021

Location:

Johannesburg, South Africa

Salary:

Cost To Company Incl Benefits, 900000 - 950000 Annually, Leave, Maternity, Pension, Bonus etc.

SUMMARY:

Have you always been an analytical person with great problem-solving skills? Do

you have an interest in building Market Risk models or Global Markets?

If the answer is YES, keep reading and grab this opportunity by both hands!

POSITION INFO:

You will be involved in the following:

Challenging projects with leading financial institutions around the globe, where we are at the fore front of innovation in products and methodologies
Developing and/or validating derivative pricing, valuation, risk management, capital, and credit models for Global Markets products
Engaging with senior stakeholders across Trading desks, Risk, Finance, Treasury and Business functions
Implementing regulatory guidance around key topics such as FRTB, ISDA SIMM, CCR, CVA, PVA, etc
Delivery of high-priority projects, of significant scale and complexity, under pressurised conditions

NB! This job is now closed. You can apply for other jobs by uploading your CV.

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