Trading Risk: Consultant-Assistant Manager

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.