Market Risk Quantitative Analyst

Recruiter:

Network Recruitment

Job Ref:

NFP015140/Crush

Date posted:

Tuesday, October 22, 2024

Location:

Centurion, South Africa

SUMMARY:
A Market Risk Quantitative Analyst Opportunity!

POSITION INFO:
Join a forward-thinking team specializing in market risk quantification and balance sheet management. As part of our Quantitative Analytics and Liquidity Risk Management division, you'll contribute to innovative solutions that drive the effective management of market risks, leveraging cutting-edge technologies and advanced quantitative methods.

Key Responsibilities:

Design and implement quantitative tools to measure and manage financial risks, including market and liquidity risk.
Develop processes for automating risk monitoring and reporting, utilizing programming tools such as Python, SQL, and Visual Basic.
Validate financial instruments and ensure compliance with yield curve construction standards, including Murex system integration.
Lead initiatives in Artificial Neural Networks and Machine Learning to enhance risk measurement and analysis.
Monitor Value-at-Risk (VAR) limits, escalate breaches, and perform stress testing (including SAM stresses).

Requirements:

PhD, Master’s, or Honours Degree in a quantitative discipline.
5–10 years of experience in quantitative finance and programming.
Strong skills in financial mathematics, modeling, and database management.
Expertise in Python, SQL, and Visual Basic for development.

Why Join Us?

You’ll be at the forefront of integrating machine learning into risk management and have the chance to engage with regulatory bodies while ensuring our market risk processes remain cutting-edge.

Take the Next Step in Your Career—Apply Now!
Explore more Actuarial and Analytics opportunities at />If you haven’t heard back within two weeks, please consider your application unsuccessful. However, we'll keep your profile on file for future opportunities that match your expertise.

For more details, reach out to:
Crushen Pietersen
Recruitment Consultant

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