862) Market Risk Analyst
2 weeks ago
**Brief description**
The purpose of this position is to assess, monitor and manage market risk exposures in line with the South African Reserve Bank’s (SARB) risk tolerance.
**Detailed description**
- Analyse, assess and evaluate financial, market and business information in order to report on market risks to facilitate informed decision making on the foreign exchange, gold and other fixed-income reserve portfolios of the SARB.
- Prepare and coordinate daily, weekly, monthly, quarterly and annual risk reports and provide analysis on the market risk measures and how they impact the SARB’s investments.
- Develop and recommend strategies for market risk management of the SARB’s investment portfolios.
- Conduct research on market risk developments and make recommendations based on the findings.
- Assist in the conceptualising and building of market risk models for calculating market risks associated the SARB’s portfolios and particular trades or strategies.
- Contribute towards the formulation of market risk-related policies and ensure the implementation thereof.
- Coordinate the deliverables of team members in the context of projects and reporting.
- Participate in cross-functional activities for the alignment and harmonisation of risk
- related information.
- Develop and maintain business relationships with experts in the financial markets industry.
- Create and maintain procedure manuals for operational purposes.
- Provide guidance and mentorship to analysts in the division.
- Maintaining sound relationships with all stakeholders.
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