Market Risk Analyst

2 weeks ago

Sandton, South Africa Absa Bank Limited Full time

Bring your possibility to life Define your career with us
- With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary

The job offers an exciting opportunity to be an integral part of a top Tier Investment Bank. This is a challenging and visible role which is part of a team responsible for the overall management of traded market risk within established frameworks, appetite and limits by ensuring that traded market risks are identified, measured, managed, reported and challenged.

The role has a demanding product and technical content, and the sheer pace of activity and growth within the bank, are such that an energetic and proactive approach will be needed. Good product and quantitative knowledge is essential, along with proven IT understanding is required in order to succeed. These will be underpinned by intellectual capability and strong communication skills as well as the ability to work accurately and independently.

**Job Description**:
Accountability: Risk and Control
- Ensure compliance with all Cluster and Group-wide requirements and policies (including changes in accounting standards) are understood and communicated.
- Ensure that any new developments in regulations and accounting standards impacting market and valuation risk are understood and implemented.
- Develop product specific risk and valuation expertise to enable pro-active risk management.
- Reviewing risk and valuation adjustment methodologies for their appropriateness to ensure positions are marked to fair value.
- Provide input into sign-off of New Products, Structured Trade Review, New and Amended Curves that are generated from responsible business lines.
- Have a good understanding of Market Risk regulations and provide guidance to the business on how this is impacted by risk taking- Accountability: Risk Analysis and Reporting
- Identify possible market and valuation risks by staying abreast of economic changes, market movements and position exposures.
- Ensure accurate and complete market and valuation risk measurement.
- Perform risk monitoring against limits, and ensure all controls are effective.
- Analyse the market risks incurred daily to ensure a complete understanding of the risk profile.
- Analyse the market risk exposures in relation to market movements to understand the drivers behind profit and loss data.
- Daily and monthly risk reports to business and management.
- Provide meaningful commentary to support risk analysis.
- Provide relevant input to all governance forums. Daily & monthly risk reports to business and management.
- Develop and provide management information (MI) and reports as required by stakeholders as determined and agreed from time to time.
- Facilitate the compilation of reports by providing data and MI in a format that allows it to be utilised effectively to assist management in understanding the risk profile and assist in the decision-making processes.
- Perform analysis of data to identify and report any trends that will assist in further improving the management of market and valuation risk.

Accountability: Risk Analysis and Reporting
- Identify possible market and valuation risks by staying abreast of economic changes, market movements and position exposures.
- Ensure accurate and complete market and valuation risk measurement.
- Perform risk monitoring against limits, and ensure all controls are effective.
- Analyse the market risks incurred daily to ensure a complete understanding of the risk profile.
- Analyse the market risk exposures in relation to market movements to understand the drivers behind profit and loss data.
- Daily and monthly risk reports to business and management.
- Provide meaningful commentary to support risk analysis.
- Provide relevant input to all governance forums. Daily & monthly risk reports to business and management.
- Develop and provide management information (MI) and reports as required by stakeholders as determined and agreed from time to time.
- Facilitate the compilation of reports by providing data and MI in a format that allows it to be utilised effectively to assist management in understanding the risk profile and assist in the decision-making processes.
- Perform analysis of data to identify and report any trends that will assist in further improving the management of market and valuation risk.

Accountability: Risk Appetite, Limit and Exposure Control
- Review all risks on a daily/weekly/monthly basis.
- Review and challenge the business on market risk exposures and positions.
- Investigate any risk limit excesses and follow up for resolution.
- Ensure all excesses are recorded and advised to relevant forums.

Accountability: Projects and Innovation
- Investigate new and better ways to enhance processes by measuring the effec

  • IT Risk Analyst

    2 days ago

    Sandton, South Africa Discovery Ltd. Full time

    **Business Unit**:Discovery Central Services**Function**:Risk Management**Date**:25 Jul 2023- Discovery - Information Governance and Security**Information Security Risk and Assurance Analyst** **About Discovery** Discovery’s core purpose is to make people healthier and to enhance and protect their lives. We seek out and invest in exceptional individuals...

  • Market Risk Technology Team Lead

    6 days ago

    Sandton, South Africa Absa Bank Limited Full time

    Empowering Africa’s tomorrow, together one story at a time. - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary The...

  • Associate Risk Analyst

    2 days ago

    Sandton, South Africa Moving Heads Personnel Full time

    **Associate Risk Analyst** **Sandton** - Assisting the Head of Risk Management with maintenance and execution of the Risk - Management Framework across the organisation, ensuring effectiveness of risk management processes. - Assist with performing the annual ORSA process and producing the ORSA document, including performing certain components of stress and...

  • Risk Analyst

    3 days ago

    Sandton, South Africa Discovery Ltd. Full time

    **Business Unit**:Vitality RSA**Function**:Risk Management**Date**:13 Nov 2023**Position **Junior Risk Analyst **Job Level** **Staff** **Department **Vitality Risk and Analytics **Reporting to** **Discovery Vitality: Head of Risk** **Overall Job Purpose** This job function will align with the requirements as per the Risk plan, aligning to the Enterprise...

  • IT Risk Analyst

    3 days ago

    Sandton, South Africa Discovery Ltd. Full time

    **Business Unit**:Discovery Health**Function**:Risk Management**Date**:26 Jun 2023**Discovery - Health** **IT Risk Analyst** **About Discovery** Discovery’s core purpose is to make people healthier and to enhance and protect their lives. We seek out and invest in exceptional individuals who understand and support our core purpose, and whose own values...

  • Senior Finance Risk Analyst

    Found in: beBee S ZA - 2 weeks ago

    Sandton, South Africa Robert Walters Full time

    Our client, a global Oil & Gas business, is seeking a Senior Finance Risk Analyst to join their dynamic team in the North of Johannesburg. This role offers an exciting opportunity to delve into the world of finance and risk management, providing key insights that drive strategic decisions. The successful candidate will have the chance to work in a supportive...

  • Senior Finance Risk Analyst

    Found in: beBee jobs ZA - 1 week ago

    Sandton, South Africa Robert Walters Full time

    Our client, a global Oil & Gas business, is seeking a Senior Finance Risk Analyst to join their dynamic team in the North of Johannesburg. This role offers an exciting opportunity to delve into the world of finance and risk management, providing key insights that drive strategic decisions. The successful candidate will have the chance to work in a supportive...

  • Senior Traded Market Risk Analyst

    2 days ago

    Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary **Job...

  • Fraud Risk Manager

    3 hours ago

    Sandton, South Africa Mshindi Consulting Full time

    **Responsibilities**: - Conduct credit risk, market risk, operational risk and regulatory risk. - Implement strategies to prevent fraud. - Make recommendations to subdue risk factors. - Work with internal teams to calculate the risk associated with specific transactions. Liaising with stakeholders and board members. - Developing models and contingency plans...

  • Conflicts Analyst

    1 day ago

    Sandton, South Africa FROGG Recruitment Full time

    **Conflicts Analyst Johannesburg** Well-established Professional Services client seeks a Conflicts Analyst with 2-4 years’ experience. Must have research experience and be able to work on multiple projects simultaneously. **Salary**: Market-related CTC **Minimum Requirements**: Bachelor’s degree Risk Management experience Previous experience in a...

  • Senior Risk Analyst Team Lead

    Found in: Talent ZA C2 - 2 weeks ago

    Sandton, South Africa Hire Resolve Full time

    Hire Resolve's client, a leading financial technology company, is urgently seeking a Senior Risk Analyst Team Lead to join their team in Johannesburg.In this role, you will be responsible for leading a team of risk analysts and overseeing the implementation of risk management strategies and procedures. You will work closely with stakeholders to identify...

  • Freelance Digital Marketing Analyst

    1 day ago

    Sandton, South Africa Flint Studio Full time

    Company Description We’re a digital agency and consultancy based in Johannesburg, South Africa, specialising in transforming your brand’s objectives into digital success. With two decades in the workings of the Web, we’re skilled in building systems, offering strategic digital consulting, and driving campaigns in order to reach your business’s...

  • Conflicts Analyst

    Found in: Whatjobs ZA C2 - 9 hours ago

    Sandton, South Africa Frogg Recruitment SA Full time

    Conflicts Analyst Johannesburg   Well-established Professional Services client seeks a Conflicts Analyst with 2-4 years’ experience. Must have research experience and be able to work on multiple projects simultaneously.   Salary: Market-related CTC   Minimum Requirements: Bachelor’s degree Risk Management experience Previous experience in a similar...

  • Conflicts Analyst

    Found in: Talent ZA 2A C2 - 1 day ago

    Sandton, South Africa Frogg Recruitment SA Full time

    Conflicts Analyst Johannesburg Well-established Professional Services client seeks a Conflicts Analyst with 2-4 years’ experience. Must have research experience and be able to work on multiple projects simultaneously. Salary: Market-related CTC Minimum Requirements:Bachelor’s degreeRisk Management experiencePrevious experience in a similar...

  • Conflicts Analyst

    Found in: Talent ZA C2 - 1 day ago

    Sandton, South Africa FROGG Recruitment Full time

    Conflicts Analyst Johannesburg Well-established Professional Services client seeks a Conflicts Analyst with 2-4 years’ experience. Must have research experience and be able to work on multiple projects simultaneously. Salary: Market-related CTC Minimum Requirements:Bachelor’s degreeRisk Management experiencePrevious experience in a similar...

  • Analyst: Liquidity Risk

    1 day ago

    Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary In...

  • Specialist Sector Analyst

    7 days ago

    Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary The...

  • Markets Front Office Risk and Control

    1 day ago

    Sandton, South Africa Absa Bank Limited Full time

    Bring your possibility to life! Define your career with us - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary **Job...

  • Senior Front Office Technical Analyst

    3 days ago

    Sandton, South Africa Absa Bank Limited Full time

    Empowering Africa’s tomorrow, together one story at a time. - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job...

  • Senior Front Office Technical Analyst

    3 days ago

    Sandton, South Africa Absa Bank Limited Full time

    Empowering Africa’s tomorrow, together one story at a time. - With over 100 years of rich history and strongly positioned as a local bank with regional and international expertise, a career with our family offers the opportunity to be part of this exciting growth journey, to reset our future and shape our destiny as a proudly African group.Job Summary CIB...