+27 (0) 82 823 9978 [email protected]

Quantitative Market Risk Analyst – SA1205

Our client has an exciting opportunity for a Quantitative Market Risk Analyst to join their quantitative analytical space, where they measure, monitor and report on market, credit, and liquidity risks. As Quantitative Market Risk Analyst, you will apply state of the art technology and programming languages to assist in our journey of automation, learning and quantitative value add to Balance Sheet Management, Enterprise Risk Management and Group Finance. Candidates who are interested should have at least 5 years of quantitative finance and development / programming skills. 

Responsibilities will include: 

  • Have an attitude of continuous learning to be part of our journey into Artificial Neural Networks, Machine Learning (AI). 
  • Develop an understanding of the markets and portfolios that are managed in BSM in order to identify quantitative use cases. 
  • Design and implement processes to source input information from internal risk systems to support financial risk measurement. 
  • Design and implement processes to source market information from external vendors to track financial metric performance. 
  • Develop and implement quantitative tools to measure financial risks using computational programming tools. 
  • Automate internal risk measurement, monitoring and reporting process used in the risk management function. 
  • Perform SAM stresses for the market risk portfolio 
  • Engage with the PA regarding market risks and yield curve construction methods applied in BSM.  
  • Stay abreast with regulatory changes in the market risk and yield curve disciples. 

For more information, please contact Henda ([email protected] or +27 (0)83 603 2961). 

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