Senior Risk Analyst

4 weeks ago


Pretoria, South Africa The Hiring House Full time

The purpose of this role is to assist in developing and maintaining an effective risk management framework which includes Enterprise Risk Management, Model development and validations, and investment portfolio risk assessment and reporting, coordinate the ORSA process and reporting process.-
- Honours degree in Economics, Actuarial Science, Statistics, Finance, Engineering or Mathematics is a requirement.
- At least 5 years' experience in market risk, stress testing, PD and LGD credit models, loss forecasting and economic capital.
- Experience in regulatory capital, economic capital and capital adequacy assessment.
- Familiarity with ORSA and/or ICAAP
- Relevant independent research project or thesis is beneficial
- Completion of or progression in FRM, CFA or Actuary is beneficial



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