Market Risk Analyst

 

Recruiter:

Kamo Placements

Job Ref:

JHB000754/m

Date posted:

Friday, October 15, 2021

Location:

Pretoria, South Africa

Salary:

0 Annually


SUMMARY:

To realise the responsibilities of the Risk Support Department (RSD) in respect of the supervision and regulation of market risk, equity risk in the banking book, margin requirements and counterparty credit risk (risk types) emanating from the activities in which institutions, falling under the supervisory scope of the Prudential Authority (PA), participate


POSITION INFO:
JOB DESCRIPTION

The successful candidate will be responsible for the following key performance areas: 

  • Understanding institutions’ strategies and business models in the relevant environments to which the risk types relates;
  • Monitoring the relevant industry’s exposure to the risk types;
  • Monitoring industry compliance with regulations governing these risk types;
  • Benchmarking an institution’s risk management practices with respect to the risk types management best practice;
  • Evaluating an institution’s internal models for management of these risk types;
  • Providing specialist input with regards to the risk types to front-line supervision and policy development;
  • Developing analytical methods to analyse and interpret risk-based regulatory data submissions;
  • Participating in capital/own fund requirement-adequacy assessments;
  • Contributing to risk-based meetings with representatives of an institution and their auditors

JOB REQUIREMENTS
  • A relevant Honours degree of commerce, science (particularly in the financial mathematics and financial engineering disciplines), finance, risk management, or accounting;
  • 5-8 years’ applicable experience in the banking, insurance or financial regulator sector in positions related to the risk types;
  • knowledge of, and experience in, the banking, insurance and financial market infrastructure systems, financial products, regulations, and risk type approaches and models;
  • thorough knowledge of the various standards developed by the international standard setting bodies related to the risk types at both a theoretical and practical level;

 

The following would be an added advantage: 

  • A postgraduate qualification in the aforementioned disciplines CFA, FRM or CA (SA)


 

NB! This job is now closed. You can apply for other jobs by uploading your CV.



 

 

 

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