Market Risk Analyst

1 week ago


Pretoria, Gauteng, South Africa South African Reserve Bank Full time
Job title : (862) Market Risk Analyst - FMDJob Location : Gauteng, PretoriaDeadline : March 18, 2025Quick Recommended Links
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Detailed description

The successful candidate will be responsible for, among other things, the following key performance areas:

  • Analyse, assess and evaluate financial, market and business information in order to report on market risks to facilitate informed decision making on the foreign exchange, gold and other fixed-income reserve portfolios of the SARB.
  • Prepare and coordinate daily, weekly, monthly, quarterly and annual risk reports and provide analysis on the market risk measures and how they impact the SARB's investments.
  • Develop and recommend strategies for market risk management of the SARB's investment portfolios.
  • Conduct research on market risk developments and make recommendations based on the findings.
  • Assist in the conceptualising and building of market risk models for calculating market risks associated the SARB's portfolios and particular trades or strategies.
  • Contribute towards the formulation of market risk-related policies and ensure the implementation thereof.
  • Coordinate the deliverables of team members in the context of projects and reporting.
  • Participate in cross-functional activities for the alignment and harmonisation of risk- related information.
  • Develop and maintain business relationships with experts in the financial markets industry.
  • Create and maintain procedure manuals for operational purposes.
  • Provide guidance and mentorship to analysts in the division.
  • Maintaining sound relationships with all stakeholders.

Qualifications

Job requirements

To be considered for this position, candidates must have:

  • an Honours degree (NQF8) or equivalent in Investment Management, Risk Management, Finance, Accounting or a related field; and
  • five years' experience in market risk management and various aspects of financial.

The following will be an added advantage

  • a Chartered Financial Analyst (CFA), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification 
  • knowledge of Environmental Social and Governance investment processes.
  • Accounting / Financial Services  jobs


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