SPECIALIST: QUANTITATIVE RESEARCH AND RISK SUPERVISION

SUMMARY:
JOB TITLE: SPECIALIST: QUANTITATIVE RESEARCH AND RISK SUPERVISION
Purpose of the Job:
To advise the Investment Providers Department on a wide range of practices, conduct and concerns affecting the Hedge Funds industry and allied activities. Assist with the development of effective internal policies and relevant legislation, as well as establish and maintain a professional relationship with diverse industry players.

POSITION INFO:
Requirements:

• A post graduate Bachelor’s degree in commerce, Mathematics or Business Science.
• A Master’s degree in a related field or CFA/ FRM certification will be an added advantage.
• The person must have at least 5 to 7 years’ quantitative risk management experience within the investment/corporate banking, corporate finance, or asset management industry.
• Other essential requirements include experience in managing fixed income and equity market risk as well as defining and developing quantitative risk models.
• An understanding of complex financial instruments and the pricing and valuation methodologies thereof is required.
• Experience managing the risk and oversight function within a hedge fund environment will be preferred.
• Understanding of Hedge fund and CIS trading strategies and their implications on Market Risk.
• Strong understanding of financial derivatives, market risk models and risk metrics such as VAR, Greeks, credit and interest rate spreads and DV01.

• Develop and implement quantitative risk management capacity within the department including but not limited to quantitative risk models, risk management programs, oversight techniques and training schedules.
• Provide critical analysis of significant issues affecting the industry and guide the department in the pursuit and achievement of international best practice.
• Monitor and investigate evolving trends and developments within the Hedge Funds industry with a focus on new or innovative products, structures and the drivers thereof.
• Investigate and propose amendments to legislation as required.
• Liaise and negotiate with industry, stakeholders and other interested parties on matters bearing on supervision and legislative dynamics using various forums.
• Back up observations, research, and recommendations in detailed written reports.
• Communicate complex products and concepts in a simple and effective manner to management and various stakeholders.
• Act as an overall expert to the Investment Providers department, the Divisional Executive, and the Head of Department to achieve objectives of the Department.

• The candidate must demonstrate the following skills and attributes:
• A high level of judgement, excellent research skills, good interpersonal skills, confident and decisive approach, the ability to analyse problems, the ability to gather information; ability to work effectively under pressure whilst upholding an emphasis on quality, ability to work in a team, excellent oral and written communication skills.
• Company is committed towards increasing the representation of marginalised groups in line with its Employment Equity Plan.
• Persons with disabilities are encouraged to apply.

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