Risk Analyst

16 hours ago


Pretoria, South Africa Kamo Placement Full time

Gauteng, Tshwane (Pretoria)
- Annually Cost To Company (Market related, Negotiable)

To provide specialist knowledge and manage, analyse and attribute performance measures to the investment portfolios of the company

**JOB DESCRIPTION**
- Measure, attribute and analyse the investment performance of the portfolios.
- Provide input into the formulation and implementation of the strategic asset allocation (SAA) and risk budgeting processes.
- Generate appropriate analysis to ensure that the drivers of portfolio performance are understood.
- Report on the performance of portfolios and risk-adjusted ratios and provide management information for escalation to senior management.
- Oversee the systems employed in the unit and keep abreast of industry best practices and technology improvements pertaining to the team’s functions.
- Ensure compliance with relevant policies.
- Perform accurate pricing and valuation of various financial instruments.
- Assist with the investment performance measurement and attribution models

**JOB REQUIREMENTS**
- An Honours’ degree in Finance, Engineering, Investment Management, Risk Management, Econometrics or other related fields, with Mathematics, Statistics or Investments as majors; and
- Five to eight years’ relevant work experience in the investment management industry or other financial institution, with at least two years in investment portfolio management, financial risk management or various aspects of financial markets.

The following will be an added advantage:

- Chartered Financial Analyst (CFA), Certificate in Investment Performance Measurement (CIPM), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification and project management skills;
- A CTA qualification;
- Knowledge of Global Investment Performance Standards (GIPS®); and
- Intermediate coding skills in VBA, R, Python or Matlab.

For more information please contact:

- margret chifamba


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