(1782) Associate Market Risk Analyst

Detailed description

The successful candidate will be responsible for, among other things, the following key performance areas:

• Analyse, assess and evaluate financial, market and business information in order to report on market risks to facilitate informed decision making on the foreign exchange, gold and other fixed-income reserve portfolios of the SARB.

• Prepare and coordinate daily, weekly, monthly, quarterly and annual risk reports, and provide analysis on the market risk measures and how they impact the SARB’s investments. 

• Assist in the develop of strategies for market risk management of the SARB’s investment portfolios. 

• Assist in conducting research on market risk developments and make recommendations based on the findings.

• Assisting in researching and conceptualising and building of market risk models for calculating market risks associated with the SARB’s portfolios and particular trades or strategies. 

• Contribute towards the formulation of market risk-related policies and ensure the implementation thereof.

• Participate in cross-functional activities for the alignment and harmonisation of risk-related information.

• Creating and maintaining procedure manuals for operational purposes 

• Develop and maintain business relationships with all stakeholders

• Create and maintain procedure manuals for operational purposes.

Job requirements

To be considered for this position, candidates must have:

• an Honours degree or NQF8 equivalent qualification in Investment Management, Risk Management, Finance, Accounting or a related field; and

• two to five years of work-related experience in market risk management and various aspects of financial markets

The following would be an added advantage: 

• a Chartered Financial Analyst (CFA), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification; 
• Financial risk modelling experience coding in tools such as Power BI, Python and R
• Environmental social and governance (ESG) related experience in the investment management space.

In line with the SARB’s commitment to diversifying its workforce, preference will be given to suitable candidates from designated groups. People with disabilities are welcome to apply.

The SARB offers remuneration and benefits commensurate with the level of the position and in line with the market. The level at which the successful applicant will be appointed will depend on his/her competence and experience.