Market Risk Specialist

SUMMARY:
Are you a quantitative finance professional with a passion for market risk, valuation, and regulatory-driven transformation? This opportunity allows you to work on complex risk challenges within the banking and financial services sector, applying advanced quantitative skills in a high-impact advisory environment.
 
You’ll join a specialist quantitative valuation and market risk team working alongside experienced capital markets professionals. The role offers deep exposure to market risk frameworks, regulatory initiatives, and sophisticated valuation techniques, while providing the opportunity to grow into a subject-matter expert.

POSITION INFO:

Delivering market risk and valuation analysis for banking and financial services clients
Reviewing and assessing market risk methodologies, frameworks, and governance processes
Supporting major regulatory initiatives such as Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB)
Contributing to projects covering liquidity risk and counterparty credit risk, including framework review and implementation
Performing derivatives valuation using analytical and numerical methods
Preparing analytical briefs, technical notes, and contributing to formal reports
Operating in a client-facing capacity, managing workstreams and day-to-day stakeholder interactions
Collaborating with internal specialists across disciplines to deliver high-quality outcomes

Skills & Experience:
Honours degree in Quantitative Finance (Master’s in Financial Engineering or Quantitative Finance advantageous)
Professional certification such as FRM or PRM (or actively working toward completion)
Minimum 4+ years’ experience in a bank or professional services environment
Strong quantitative, analytical, and problem-solving skills
Programming experience (e.g. Excel/VBA, Python, R, C++)
Excellent written communication skills and strong attention to detail
Ability to perform under pressure and manage multiple deliverables simultaneously

Apply now!

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For more information, contact:
Bianca Langenhoven
Recruitment Consultant

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