Trading Risk: Consultant-Assistant Manager

 

Recruiter:

Communicate Recruitment: Finance 3

Job Ref:

CPM047902/CM

Date posted:

Wednesday, April 6, 2022

Location:

Johannesburg, South Africa

Salary:

R 600 000 Annually


SUMMARY:
To be a contributing team member on client engagements in the trading risk environment, including e.g. traded market risk, counterparty credit risks, etc. Such client engagements / projects may include current state assessments; model reviews and validations; solution / model design, build and implementation – both with respect to the bank’s management needs or regulatory requirements.

JOB DESCRIPTION:

Qualifications & Experience required

You would need to have the following qualifications and experience:

  • CA (SA) or degree/ honours/ Masters in Quantitative Risk Management; Actuarial Science or Financial Mathematics (Compulsory)
  • Started or completed studies towards CFA, PRM or FRM for CAs and Financial Mathematics candidates (Preferable)
  • Work experience in the treasury or trading risk environment of a bank (Required)
  • Work experience with respect to the latest prudential (Basel) regulatory requirements in terms of trading risk (Preferable)

We are looking for skills and experience in any of the following areas (preferably 1 to 5 years of experience).

  • Market risk
  • Counterparty credit risk (CCR)
  • Credit valuation adjustment (CVA) risk
  • Fundamental review of the trading book (FRTB)
  • Standardised approach to CCR
  • Regulatory reporting
  • Modelling capabilities (e.g., Python, VBA, SAS, Matlab, C# etc.)
  • Trading / risk systems experience (e.g. Murex, FIS, Calypso, Algo, etc.)
  • Valuation of financial instruments
  • Front office, Middle office (e.g. product / valuation control) or Risk experience
  • Experience in risk measurement and analysis in terms of all standard risk metrics (sensitivities, stress, VaR and tail metrics).
  • Governance and controls, policies and procedure documentation.

Please note if you have not heard back from us withing a week of submitting your application, consider it unsuccessful. We will however contact you for any other suitable opportunities in the future.

 

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



 

 

 

Similar jobs you might be interested in:

Market Risk Senior Manager
Location: Johannesburg
Salary:
Are you an experienced Market risk professional ready to take the lead on complex financial risk engagements within the banking and financial services sector? This senior leadership opportunity offers exposure to high‑impact projects, cutting‑edge risk management practices, and the chance to mentor and grow teams in a dynamic, fast‑paced environment.
7 days ago


Specialist Developer (JAVA)
Location: Sandton
Salary:
9 days ago


Quantitative Analytics Consultant (Global Martkets)
Location: Rivonia
Salary:
10 days ago


Senior Quantitative Analyst
Location: Johannesburg
Salary:
Responsibilities include:Collaborate with cross-functional teams in analysing and documenting existing non-linear trading functionality and its use within the businessAnalyse the financial costs of risk and uncertaintyPlay a lead role in solving future trading integration requirements through existing APIs and backend integrationAct as a liaison between technical teams and business stakeholders to...
14 days ago


Senior Quantitative Analyst
Location: Johannesburg
Salary:
15 days ago


Receptionist & Facilities Support Assistant
Location: Pretoria
Salary: R192 000 per annum
Receptionist & Facilities Support Assistant
17 days ago


Receptionist and Facilities Support Assistant
Location: Centurion
Salary: 14000 Monthly
Good vibes only.Join a property company in Centurion (West), where a friendly, values-driven team makes it a comfortable place to work while you play a meaningful role in keeping operations running smoothly.
18 days ago


Trading Manager
Location: Johannesburg
Salary: Market Related
trading manager
23 days ago


Market Risk Senior Manager
Location: Johannesburg
Salary: Annually
We are working with a globally aligned advisory environment to appoint a Senior manager – Market risk into a high-performing financial risk team. This opportunity is ideal for a seasoned market risk professional who combines strong technical expertise with leadership capability and enjoys solving complex challenges within financial institutions.
29 days ago


Quantitative Analytics Consultant
Location: Johannesburg
Salary: Market-related
The purpose of this role is to ensure that global strategies are effective and aligned with overall business goals and trading strategies
31 days ago


Create a free job alert for Trading Risk: Consultant-Assistant Manager in Johannesburg

Enter your email address below and we will email you similar jobs when they become available:

You can cancel at any time. We will not spam you.
By giving us your email address your agree to our Terms and Conditions