Market Risk Analyst

1 week ago

Johannesburg, South Africa FirstRand Full time

Job Description

To conduct risk assessments, quantitative analysis, and support the development of market risk models. Monitor risk exposures, enhance reporting accuracy, and develop insights into market trends. Play a key part in ensuring regulatory compliance and contribute to the formulation of risk mitigation strategies.- RMB is a place where exceptional people create their own opportunities by challenging the conventional and driving sustainable impact.
- United by our proud heritage, strong ethics and philosophy of Traditional values. Innovative ideas, it’s the magic of our people and culture that sets us apart.
- Now, is the time to imagine your next move with South Africa’s number one employer in Financial Services for 2025, where you can embrace the power of collective thinking to unlock unique opportunities for our clients and society.
- Are you someone who has an interest / experience in:

- Understand market risk exposures and reporting metrics, monitor exposures against limits, appropriately escalate limit breaches as daily BAU
- Understand and report the attribution of profits and losses to market risk drivers as daily BAU.
- Able to reproduce valuation and risk metrics for financial instruments ranging from vanilla to exotic or highly structured products.
- Provide commentary describing changes in risk positioning and market events to inform regulatory and internal management reporting as daily BAU.
- Understand regulatory requirements pertaining to financial risk management and regulatory capital, including relevant Basel frameworks and the Bank’s Act.
- Understand, test, help to implement, and successfully communicate the implications of relevant regulatory changes on the trading desk
- Minimum Education: BSc Honours in Financial Mathematics, Quantitative Risk Management, Actuarial Science, or equivalent. Nice to have - MSc, FRM, CQF
- Years of experience: Min 2 years in a quantitative risk analyst / manager / valuations analyst or related role
- Strong technical grasp of Mark to Market and theoretical valuation of financial instruments, including derivatives and calculation of risk sensitivities as required.

You will have access to:

- Opportunities to network and collaborate
- Challenging working
- Opportunities to innovate

We can be a match if you are:

- Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to
- Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it
- Love putting our clients at the forefront of what you do

RMB

post

Li-SP3

Job Details

18/07/25

  • Market Risk Analyst

    2 weeks ago

    Johannesburg, South Africa Ntice Sourcing Solutions Full time

    Market Risk Analyst Join us to apply for the Market Risk Analyst role at Ntice Sourcing Solutions. Are you a data‑driven thinker who thrives at the intersection of markets, analytics, and strategy? My client is looking for a Market Risk Analyst to help protect a global trading business from external market movements – from shifts in oil prices and FX...

  • Market Risk Analyst

    4 days ago

    Johannesburg, South Africa Ntice Sourcing Solutions Full time

    Market Risk Analyst Join us to apply for the Market Risk Analyst role at Ntice Sourcing Solutions. Are you a data-driven thinker who thrives at the intersection of markets, analytics, and strategy? My client is looking for a Market Risk Analyst to help protect a global trading business from external market movements – from shifts in oil prices and FX rates...

  • Market Risk Analyst

    2 weeks ago

    Johannesburg, South Africa Network Recruitment Full time

    Join a world-leading commodities trading organization known for its entrepreneurial culture, global presence, and commitment to excellence. This position is based within a high-performing Market Risk team, responsible for identifying, assessing, and managing exposure across complex trading portfolios.As a Market Risk Analyst, you will play a key role in...

  • Market Risk Analyst

    2 weeks ago

    Johannesburg, South Africa Communicate Recruitment Full time

    Are you passionate about financial markets and technology? Do you thrive in environments where precision and innovation meet? Were looking for a Market Risk Analyst to join a dynamic team that drives excellence across Markets, Banking, and Treasury. Key Responsibilities: Analyze existing processes and identify improvements with stakeholdersGather and...

  • Market Risk Analyst

    1 week ago

    Johannesburg, Gauteng, South Africa Ntice Sourcing Solutions Full time R600 000 - R1 200 000 per year

    MARKET RISK ANALYST - Global TradingAre you passionate about markets, trading, and risk - with a strong academic background to match? This is your chance to break into the world of commodities and gain hands-on experience working alongside global traders and risk managers.ResponsibilitiesWork directly with risk managers and traders to identify potential...

  • Market Risk Analyst

    1 week ago

    Johannesburg, South Africa Bidvest Bank Full time

    Primary Purpose The Market Risk Analyst is responsible for identifying, measuring, monitoring, and reporting on market risks, including interest rate risk in the banking book (IRRBB) and foreign exchange (FX) risk. The role also involves performing Treasury Middle Office duties, ensuring accurate valuation, limit monitoring, and control of treasury...

  • Market Risk Analyst

    2 weeks ago

    Johannesburg, South Africa Bidvest Bank Limited Full time

    Primary Purpose The Market Risk Analyst is responsible for identifying, measuring, monitoring, and reporting on market risks, including interest rate risk in the banking book (IRRBB) and foreign exchange (FX) risk. The role also involves performing Treasury Middle Office duties, ensuring accurate valuation, limit monitoring, and control of treasury...

  • Market Risk Analyst

    7 days ago

    Johannesburg, South Africa Bidvest Bank Limited Full time

    Primary Purpose The Market Risk Analyst is responsible for identifying, measuring, monitoring, and reporting on market risks, including interest rate risk in the banking book (IRRBB) and foreign exchange (FX) risk. The role also involves performing Treasury Middle Office duties, ensuring accurate valuation, limit monitoring, and control of treasury...

  • Market Risk Analyst

    2 weeks ago

    City of Johannesburg Metropolitan Municipality, South Africa Ntice Search Solutions Full time

    Overview MARKET RISK ANALYST - Global Trading Are you passionate about markets, trading, and risk - with a strong academic background to match? This is your chance to break into the world of commodities and gain hands-on experience working alongside global traders and risk managers. Responsibilities Work directly with risk managers and traders to identify...

  • Market Risk Analyst: FX

    2 weeks ago

    Johannesburg, South Africa Bidvest Bank Full time

    A leading financial institution seeks a Market Risk Analyst based in Johannesburg to manage and report on market risks. The role involves monitoring interest rate and foreign exchange risks, ensuring accurate valuations, and supporting risk measurement models. Candidates should have a BCom degree and 2-3 years’ experience in market risk management. Strong...