Senior Risk Analyst (EE) Centurion- Ref 19072
PNet (Pty) Ltd
Centurion
8d ago

R38 000 - R 58 000 negotiable on experience and qualifications.

Duties

  • Assist the Head of Risk in developing and maintaining an effective management framework, that includes Enterprise Risk Management, Model validations and investment portfolio risk assessment and reporting, coordinate the ORSA process and reporting process.
  • Enterprise Risk Management.
  • Responsible for data collection for ERM purposes.
  • Responsible for identification, development and maintenance of key risk indicators.
  • Responsible for development of risk appetite for key risk indicators.
  • Responsible for reporting and monitoring of key risk indicators.
  • Responsible for risk aggregation.
  • Responsible for monitoring and reporting of Risk Assessment for outsourced functions.
  • Conduct Risk and Control Self-assessment.
  • Investment Portfolio Activities (Market, Credit, Operational and Liquidity Risk)
  • Contribute to the development of an appropriate suite of key risk indicators.
  • Contribute to the development of an effective methodology for ensuring that risks (in connection with Investment portfolio activities) are identified.
  • Responsible for monitoring compliance with risk policies and procedures.
  • Responsible for contributing material content to related presentation materials on risks associated with Investment portfolio activities.
  • Forecasting, stress and scenario testing, capital adequacy analysis.
  • Contribute towards the analysis of stress test results and formulation of recommendations.
  • Contribute to the production and maintenance of the ORSA annual report, quarterly reporting, and ad hoc reporting needs.
  • Responsible for responding to queries raised by the Regulator that may arise.
  • Responsible for the development and maintenance of the ORSA process.
  • Contribute to the development and maintenance of the ORSA policy.
  • Model validation.
  • Responsible for the design and maintenance of effective processes.
  • Successful execution of the risk / compliance monitoring program for the Investment portfolio activities.
  • Timely and forward looking reporting of risk exposures related to Investment portfolio activities.
  • Successful coordination and timely reporting of the results and recommendations.
  • Timely updating and dissemination of approved changes to policies, processes and procedures.
  • Successful execution of model validations.
  • Requirements

  • Honours degree in Economics, Actuarial Science, Statistics, Finance, Engineering or Mathematics is a requirement.
  • At least 5 years’ experience in market risk, stress testing, PD and LGD credit models, loss forecasting and economic capital.
  • Experience in regulatory capital, economic capital and capital adequacy assessment.
  • Familiarity with ORSA and / or ICAAP.
  • Relevant independent research project or thesis is an asset.
  • Completion of or progression in FRM, CFA or Actuary is an asset.
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