Associate Market Risk Analyst
South African Reserve Bank · Pretoria, Gauteng
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Start free — we apply for you →Detailed description
The successful candidate will be responsible for, among other things, the following key performance areas:
- Analyse, assess and evaluate financial, market and business information in order to report on market risks to facilitate informed decision making on the foreign exchange, gold and other fixed-income reserve portfolios of the SARB.
- Prepare and coordinate daily, weekly, monthly, quarterly and annual risk reports, and provide analysis on the market risk measures and how they impact the SARB's investments.
- Assist in the develop of strategies for market risk management of the SARB's investment portfolios.
- Assist in conducting research on market risk developments and make recommendations based on the findings.
- Assisting in researching and conceptualising and building of market risk models for calculating market risks associated with the SARB's portfolios and particular trades or strategies.
- Contribute towards the formulation of market risk-related policies and ensure the implementation thereof.
- Participate in cross-functional activities for the alignment and harmonisation of risk-related information.
- Creating and maintaining procedure manuals for operational purposes
- Develop and maintain business relationships with all stakeholders
- Create and maintain procedure manuals for operational purposes.
Job requirements
To be considered for this position, candidates must have
- an Honours degree or NQF8 equivalent qualification in Investment Management, Risk Management, Finance, Accounting or a related field; and
- two to five years of work-related experience in market risk management and various aspects of financial markets
The following would be an added advantage
- a Chartered Financial Analyst CFA, Professional Risk Management PRM or Financial Risk Manager FRM qualification;
- Financial risk modelling experience coding in tools such as Power BI, Python and R
- Environmental social and governance ESG related experience in the investment management space.