Senior Quantitative Market Risk Analyst

Recruiter:

Communicate Recruitment

Job Ref:

CFA020269/Crush

Date posted:

Friday, February 7, 2025

Location:

South Africa, South Africa

Salary:

1000000 Annually

SUMMARY:
Calling all Market Risk Quants with minimum 5 years market risk experience! ð

Join a cutting-edge team in the world of financial risk measurement, monitoring, and reporting, with focus on market, credit, and liquidity risks. Leverage state-of-the-art technology and programming languages to drive automation and quantitative value in Balance Sheet Management, Enterprise Risk Management, and Group Finance.

POSITION INFO:
Key Responsibilities:
-Develop a deep understanding of markets and portfolios to identify valuable quantitative use cases.

-Design input data templates for financial risk measurement and instrument validation.

-Implement processes to source data from internal risk systems and external vendors for tracking financial metrics.

-Create and maintain quantitative tools to measure financial risks, and design databases for market and financial risk metrics.

-Automate risk measurement, monitoring, and reporting processes within risk management.

-Perform stress tests for market risk portfolios and ensure compliance with regulatory changes in market risk.

-Work closely with cross-functional teams to ensure effective risk management practices.

Required Skills and Experience:
-A quantitative-based honors degree.
-5 years of experience in quantitative finance and development/programming.
-Strong programming experience in Python, SQL, and Visual Basic.
-Expertise in database design and management.
-Solid understanding of financial mathematics and modeling.

If you’re passionate about working at the intersection of technology, finance, and risk management, and you’re ready to take on a new challenge, I would love to hear from you!

Reach out via LinkedIn or send me your CV to

NB! This job is now closed. You can apply for other jobs by uploading your CV.

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