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Midrand: Market Risk Analyst

Date 2024-11-14
Job Title Market Risk Analyst
Employer
More Information
Salary 75000 Monthly
Category It Computing Software
Location North Johannesburg
/ Midrand

Job Summary

Gauteng Market risk analyst role open for 2025 at a well know Financial Services group. Grade 12 Masters, or Honours Degree essential – Studying towards Phd advantages 5-10 years of quantitative finance Programming and development experience in the following languages: Python, SQL and Visual Basic Database design, development management skills Financial mathematics and modelling skills Artificial Neural Networks, Machine Learning (AI) Develop an understanding of the markets and portfolios in BSM Design data templates for financial risk measurement and validation processes. Implement processes to source market information from vendors Track financial metric performance. Develop and implement quantitative tools Computational programming tools Develop & maintain a database to store market/ fin risk metrics Design reporting tools Automate internal risk measurement Perform SAM stresses for the portfolio VAR Limits and escalate breaches to the Head of Quants / ALM Remuneration negotiable and will include large company benefits such as P/Fund M/Aid Incentive bonus scheme / Bursary support / funding

Market Risk Analyst position available in North Johannesburg, Midrand. This job position was posted by . The job has been posted on 2024-11-14 in the It Computing Software category

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