Market Risk Strategist

3 days ago


Johannesburg, Gauteng, South Africa Network Recruitment Full time
Job Overview
The Market Risk Analyst is a pivotal role within our business, playing a key part in the company's success. This position involves monitoring the risk embedded in the company portfolio and ensuring it stays within the appropriate risk appetite.

Key Responsibilities:
- Conduct risk identification, risk assessments, and risk monitoring for designated portfolios
- Design risk reports to monitor key identified risks
- Work closely with the desk to understand positioning and current market conditions
- Define and implement bespoke stress tests
- Define and monitor predictive scenarios for portfolio risk
- Code in Python, leveraging data visualisation software (Tableau/Power BI) for effective presentation of metrics daily in dashboards
- Undertake assessments of a wide range of transactions, carrying out modeling and analysis as necessary
- Communicate results effectively with traders and senior management

Requirements:
- Relevant undergraduate Degree
- Post-grad/Masters preferred
- 3-5 years market risk experience preferred
- High coding skills, notably in Python, are essential

Compensation:
This role comes with a competitive salary between R800,000 - R1,200,000 per annum, commensurate with experience, making it an attractive opportunity for professionals seeking to advance their careers.

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