Market Risk Specialist

Centurion - South Africa

Monthly Salary: Not Disclosed

Posted on: 6 hours ago

Vacancies: 1 Vacancy

Job Summary

Reference: CFA020954-BL-1

Are you a quantitative finance professional with a passion for market risk valuation and regulatory-driven transformation This opportunity allows you to work on complex risk challenges within the banking and financial services sector applying advanced quantitative skills in a high-impact advisory environment.

Youll join a specialist quantitative valuation and market risk team working alongside experienced capital markets professionals. The role offers deep exposure to market risk frameworks regulatory initiatives and sophisticated valuation techniques while providing the opportunity to grow into a subject-matter expert.

Duties & Responsibilities

Delivering market risk and valuation analysis for banking and financial services clients
Reviewing and assessing market risk methodologies frameworks and governance processes
Supporting major regulatory initiatives such as Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB)
Contributing to projects covering liquidity risk and counterparty credit risk including framework review and implementation
Performing derivatives valuation using analytical and numerical methods
Preparing analytical briefs technical notes and contributing to formal reports
Operating in a client-facing capacity managing workstreams and day-to-day stakeholder interactions
Collaborating with internal specialists across disciplines to deliver high-quality outcomes

Skills & Experience:
Honours degree in Quantitative Finance (Masters in Financial Engineering or Quantitative Finance advantageous)
Professional certification such as FRM or PRM (or actively working toward completion)
Minimum 4 years experience in a bank or professional services environment
Strong quantitative analytical and problem-solving skills
Programming experience (e.g. Excel/VBA Python R C)
Excellent written communication skills and strong attention to detail
Ability to perform under pressure and manage multiple deliverables simultaneously

Apply now!

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For more information contact:
Bianca Langenhoven
Recruitment Consultant

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Reference: CFA020954-BL-1Are you a quantitative finance professional with a passion for market risk valuation and regulatory-driven transformation This opportunity allows you to work on complex risk challenges within the banking and financial services sector applying advanced quantitative skills in ...