Market Risk Analyst

Reference: NFP017001-KM-1

Ready to influence the stability of South Africa's financial sector? An exciting opportunity is available for an experienced  Market Risk Specialist  who is passionate about quantitative risk, prudential regulation and financial markets. If you have extensive experience in  Basel frameworks, market risk, counterparty credit risk, capital adequacy and financial market products , this role offers the opportunity to work on complex regulatory matters while shaping industry best practices. Duties & Responsibilities

Join a leading financial institution where you'll play a critical role in strengthening the resilience and stability of South Africa's banking sector. This is a highly specialised position that offers exposure to complex market risk frameworks, regulatory policy development and engagement with major financial institutions.

You will work alongside industry experts, evaluating sophisticated risk models, analysing regulatory data and contributing to the development of prudential standards that influence the broader financial services industry.

If you're looking for a role that combines quantitative analysis, regulatory oversight and strategic impact, this is the opportunity you've been waiting for.

Key Responsibilities

• Evaluate institutions' market risk management frameworks and internal risk models.

• Monitor industry exposure to market risk, equity risk in the banking book, counterparty credit risk and margin requirements.

• Assess compliance with prudential regulations, supervisory frameworks and international best practices.

• Analyse and interpret complex regulatory risk data to support supervisory activities.

• Participate in capital adequacy assessments and provide specialist technical input on market risk.

• Conduct thematic reviews and engage with financial institutions, auditors and key stakeholders.

• Develop and maintain prudential regulations, supervisory policies and internal risk processes.

• Contribute to local and international regulatory forums relating to market risk and prudential supervision.

Job Experience and Skills Required: Education:

• Postgraduate qualification (NQF 8) in:

• Finance

• Banking

• Economics

• Mathematics

• Statistics

• Data Science

• Computer Science

• Financial Mathematics

• Financial Engineering or another relevant quantitative discipline

Experience

• 5–8 years' experience within the banking, insurance or financial regulatory sector.

• Proven experience in market risk, counterparty credit risk, regulatory capital or prudential supervision.

• Strong understanding of financial markets, trading activities and quantitative risk methodologies.

• Experience interpreting and applying prudential regulations and supervisory frameworks.

Skills

• Strong analytical and quantitative problem-solving abilities.

• Excellent understanding of Basel Frameworks, including Market Risk, Counterparty Credit Risk and Credit Valuation Adjustment (CVA).

• Knowledge of financial products across equities, foreign exchange, fixed income and related asset classes.

• Experience evaluating internal risk models and regulatory submissions.

• Excellent stakeholder engagement and communication skills.

Advantageous Qualifications

• Chartered Financial Analyst (CFA)

• Financial Risk Manager (FRM)

• Certificate in Quantitative Finance (CQF)

• MBA or relevant Master's degree

Apply now! For more exciting Finance vacancies, please visit: www.networkrecruitmentinternational.com

I also specialise in recruiting in the following

• Market Risk

• Counterparty Credit Risk

• Quantitative Risk

• Regulatory Risk

• Credit Risk

• Treasury Risk

• Capital Management

• Model Validation

• Financial Risk Management

• Basel & Prudential Regulation

• Quantitative Analytics

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles/positions.

For more information, contact: Kholo Mongalo Recruitment Researcher Connect with me on LinkedIn!