Quantitative Risk Analyst

3 weeks ago


Sandton, South Africa Sanlam Full time

Personal Attributes- Manages complexity - Contributing independently- Drives results - Contributing independently- Customer focus - Contributing independently- Cultivates innovation - Contributing independently- Who are we?- Sanlam Financial Markets (“SFM”) is the business unit in Sanlam Group that is responsible for managing
- shareholder credit, market, and liquidity risks, developing balance-sheet enabled products, and developing
- solutions to optimize Sanlam’s balance sheet(s) to generate shareholder value. SFM works closely with the
- Balance Sheet Management function of Sanlam to assist the Balance Sheet Management Function in its
- pursuit of optimising returns on the Sanlam balance sheet.
- The role may be based at Sandton Alice Lane or Head Office Tygervalley.- What will you do?- Report and monitor daily risk across a combination of business units. This includes but is not limited to:
- Market Risk
- Credit Risk
- Liquidity Risk
- Funding Risk
- Follow up on limit breaches and obtain explanations from the front office teams.
- Error and exception monitoring and follow-up.
- Assist with the production of management reports (fortnightly, monthly, and quarterly).
- Assist with quantitative modelling / projects etc
- Build valuation and sensitivity models from first principles- Qualification and Experience- Python coding skills and Murex knowledge will be advantageous.
- 2 - 4 years’ experience in a similar role- Knowledge and Skills- Liquidity risk assessment programme- Business processes- Reporting and administration- Liquidity risk management- Quality, compliance, and accreditation**Build a successful career with us**
- We’re all about building strong, lasting relationships with our employees. We know that you have hopes for your future - your career, your personal development and of achieving great things. We pride ourselves in helping our employees to realise their worth. Through its five business clusters - Sanlam Fintech, Sanlam Life and Savings, Sanlam Investment Group, Sanlam Allianz, Santam, as well as MiWay and the Group Office - the group provides many opportunities for growth and development.**Core Competencies**
- Being resilient - Contributing through others- Collaborates - Contributing through others- Cultivates innovation - Contributing through others- Customer focus - Contributing through others- Drives results - Contributing through others**Turnaround time**Our commitment to transformation


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