4 Oct 2018

Full-Time Senior Market Risk Analyst, EE

AdrienneCape Town, Western Cape, South Africa

Job Description

Senior Quantitative Risk Resource sought for Market Risk team in an investment business. The role is a team leader level role with a small team reporting. Must have a Maths/ Stats/ Quantitative qualification coupled with a minimum of 5 years’ experience in a similar role in the investment risk space and have well developed quant modelling and statistical analysis skills along with script skills : VBA, Matlab, Python, R etc. and market risk systems experience : AlgoOne, IMaps, Barra etc along with a passion for the investment markets.


Cape Town based.


EE role. This role is open to suitably qualified Employment Equity candidates aligned with our client’s employment equity requirements for this role. 


The role in a nutshell: to monitor market risk management strategies, enhancing market risk metrics given on all investment products and investment strategies.

Provide technical market risk expertise, monitoring, measuring and reporting of market risk for portfolios and benchmarks, analyse the risk taken on by portfolios and provide feedback to portfolio managers, compliance and stakeholders, linking market risk to subsequent performance, adopt new valuation techniques, quantitative methods and systems for risk/return decision-making


Qualifications and experience required:

  • Must have  a minimum of a completed post graduate qualification (finance / statistics / mathematics / actuarial)
  • Minimum of 5 years’ investments experience in a market risk or similar role
  • CFA / FRM would be a distinct advantage
  • Must have well-developed quantitative modelling skills and statistical analysis
  • Must have an excellent understanding of the key drivers of investment risk and performance
  • Scripting skills in VBA, Matlab, RiskScript, Python, R or the equivalent
  • Market risk system exposure sought: AlgoOne, IMaps, Barra
  • Must have a proven enthusiasm and passion for market risk and the investment markets
  • Ideal candidates will have advanced analytical and numerical skills, have a  high attention to detail, have good relationship building skills, work well in a dynamic and fluid environment and have a high stress tolerance


How to Apply

To find out more or apply either apply here or please forward your CV to adrienne@candidateconnect.co.za or drop me a line for a confidential chat.
Please note that if you have not received a response within 2 weeks of your application, please consider it as unsuccessful for this particular role – thank you.

Job Categories: Financial Markets. Job Types: Full-Time.

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