Market Risk Analyst

2 days ago


Johannesburg, South Africa Jobted ZA C2 Full time

Key Responsibilities:

- Conduct risk identification, assessment, and monitoring across assigned portfolios.
- Design and adapt risk reports to track key risks and adjust as market conditions change.
- Take ownership of coordinating, implementing, evolving, and communicating risk reports.
- Collaborate effectively with the team and traders to understand market positioning and current conditions.
- Implement bespoke stress tests for various market scenarios and communicate findings to senior management and commercial teams.
- Define and monitor predictive risk scenarios to help management and traders understand portfolio positioning as markets evolve.
- Utilize Python coding and data visualization software (Tableau/PowerBI) to present metrics in daily dashboards.
- Assess a wide range of transactions, providing modeling and analysis as necessary.
- Communicate results clearly to traders and senior management.

Qualifications:

- Bachelors degree in Science required (Masters degree preferred, ideally in Finance or Risk Management).
- Postgraduate qualifications in Finance or Risk Management are advantageous.

Experience & Skill Requirements:

- Proven experience in Market Risk.
- Experience in commodities, especially oil or gas, is a plus but not required.
- High proficiency in Python coding.
- Strong analytical and problem-solving skills with a focus on numerical analysis.
- Excellent communication skills.
- Ability to constructively challenge proposals while maintaining strong working relationships.
- Collaborative team player with flexibility to manage various issues.
- Capable of working autonomously while meeting tight deadlines and delivering practical business solutions.


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