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.



 

 

 

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