Market Risk Quantitative Analyst
3 days ago
What you'll do:
1. Perform quantitative analysis for credit and market risk.
2. Develop financial models and implement quantitative tools using Python, SQL, and VBA.
3. Collaborate with teams including ALM and LDI to align strategies.
4. Present findings and recommendations to internal governance forums.
5. Identify and quantify market risks on the balance sheet.
6. Validate yield curve construction and assess compliance with risk management criteria.
7. Automate risk measurement and reporting processes.
8. Design, develop, and maintain databases to store and track risk metrics.
9. Monitor regulatory changes and ensure compliance.
10. Translate complex data into actionable insights for senior stakeholders.
What you bring:
1. A quantitative-based PhD, Master's or Honours degree is required.
2. Certifications in quantitative finance or related fields are advantageous.
3. Strong stakeholder management and interpersonal skills are essential.
4. Excellent presentation abilities are required.
5. Proactivity and results-driven approach are necessary.
6. Experience in Python, SQL, VBA programming is crucial.
7. Knowledge in financial mathematics, risk modelling, database design is beneficial.
8. 5–10 years experience in quantitative finance and development/programming roles is needed.
9. Background in insurance or banking with market risk expertise is preferred.
What sets this company apart:
This company offers a hybrid work arrangement that allows for flexibility and work-life balance. It operates within the insurance and banking sectors with a focus on market and credit risk. The role supports the credit risk and quantitative needs of the credit team. The company provides opportunities for steep learning curves in risk processes and systems, allowing employees to continuously grow and develop their skills.
What's next:
Ready to take the next step in your career? Apply now
About the job
Contract Type: FULL_TIME
Workplace Type: Hybrid
Location: Centurion
Specialism: Banking & Financial Services
Focus: Risk - Credit / Mkt/ Operational
Industry: Financial Services
Salary: Negotiable
Job Reference: TNJVLF-E80C1910
Date posted: 3 February 2025
Consultant: Jason Mackenzie
Come join our global team of creative thinkers, problem solvers and game changers. We offer accelerated career progression, a dynamic culture and expert training.
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