Senior Financial Markets Specialist

1 week ago


Pretoria, Gauteng, South Africa South African Reserve Bank Full time

Detailed description

  • Research, develop and maintain advanced analytics related to interest rate and foreign exchange markets.
  • Conduct research on various aspects relating to financial benchmarks and reference rate reforms.
  • Provide thought leadership and contribute to position papers, presentations, speeches and other documentation prepared by the SARB Working Group, Market Practitioners Group (MPG) and other relevant bodies.
  • Contribute to the formulation and execution of strategic initiatives of the unit and the Financial Markets Department.
  • Lead the development and periodic review of interest rate benchmarks and the implementation of solutions for various calculation methodologies.
  • Establish relevant data sources and lead the implementation of appropriate data collection models to enable the production of analytics.
  • Oversee the benchmark determination process and enhance operating procedures and the control framework for benchmark administration.
  • Collaborate with other financial market specialists, business analysts, data management specialists, integration specialists and software developers to design and implement infrastructure solutions.
  • Prepare periodic operational reports to enable lead specialists, senior management and the Reference Rate Oversight Committee to exercise their oversight function on all aspects of benchmark administration.
  • Leverage data and analytics to prepare reports aimed at enhancing the transparency of various segments of interest rate and foreign exchange markets.
  • Build and maintain relationships with reporting institutions, market infrastructure providers, industry bodies and other relevant stakeholders.
  • Contribute to the learning and development of junior specialists.
  • Assist with committee administration.
  • Contribute to process improvement.
  • Perform ad hoc tasks.


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