Gauteng Market Risk Analyst role open for 2025 at a well-known Financial Services group.
Qualifications
- Grade 12
- Masters or Honours Degree essential - Studying towards PhD is an advantage
- 5-10 years of quantitative finance experience
Required Skills
- Programming and development experience in the following languages: Python, SQL, and Visual Basic
- Database design and development management skills
- Financial mathematics and modelling skills
- Experience with Artificial Neural Networks and Machine Learning (AI)
Responsibilities
- Develop an understanding of the markets and portfolios in BSM
- Design data templates for financial risk measurement and validation processes
- Implement processes to source market information from vendors and track financial metric performance
- Develop and implement quantitative tools and computational programming tools
- Develop and maintain a database to store market/financial risk metrics
- Design reporting tools
- Automate internal risk measurement
- Perform SAM stresses for the portfolio
- Monitor VAR limits and escalate breaches to the Head of Quants/ALM
Compensation
Remuneration is negotiable and will include large company benefits such as P/Fund M/Aid, incentive bonus scheme, and bursary support/funding.
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