Market Risk AnalystSandton, JohannesburgReport and monitor daily risk across a combination of business units.
This includes but is not limited to : -Market Risk; -Liquidity Risk; -Funding Risk; Following up on limit breaches and obtaining explanations from the front office teams.
Error and exception monitoring and follow-up.
Assist with the production of management reports (fortnightly, monthly, and quarterly).
Handle ad-hoc requests, including : -risk related queries; -data collation from different data sources (E.g.
Bloomberg, Murex, etc.); and-assistance with providing business information, etc.
Qualifications, Skills and Experience.BSc or BSc (Hons) in Mathematical / Statistical / Maths of Finance / Financial Risk Management (FRM) / Business Mathematics / Quantitative Risk Management (QRM) or a similar qualification 1 - 2 years experience in a similar role