Job Overview:
The purpose of this position is to assess, monitor, and manage market risk exposures in alignment with the organization’s risk tolerance.
Responsibilities:
- Analyse, assess, and evaluate financial, market, and business information to report on market risks.
- Facilitate informed decision-making on foreign exchange, gold, and other fixed-income reserve portfolios.
- Prepare and coordinate daily, weekly, monthly, quarterly, and annual risk reports, providing analysis on how market risk measures impact the organization’s investments.
- Develop and recommend strategies for managing market risk within investment portfolios.
- Conduct research on market risk developments and make informed recommendations.
- Assist in conceptualizing and building market risk models to calculate risks associated with portfolios and specific trades or strategies.
- Contribute towards formulating market risk-related policies and ensure their effective implementation.
- Coordinate deliverables of team members for projects and reporting tasks.
- Participate in cross-functional activities to align and harmonize risk-related information.
- Develop and maintain relationships with financial market experts.
- Provide guidance and mentorship to analysts within the division.
- Maintain sound relationships with all stakeholders.
- Create and maintain procedure manuals for operational purposes.
- Ensure adherence to all operational protocols and standards.
Requirements:
- An Honours degree (NQF8) or equivalent in Investment Management, Risk Management, Finance, Accounting, or a related field.
- A minimum of five years’ experience in market risk management and various aspects of financial analysis.
Preferred Qualifications and Skills:
- Chartered Financial Analyst (CFA), Professional Risk Management (PRM), or Financial Risk Manager (FRM) qualification.
- Project management skills.
- Knowledge of Environmental, Social, and Governance (ESG) investment processes.
