Risk Analyst
Sandton
R600 000 – R720 000 pa

B Sc (Hons) with Mathematical / Statistical subjects.
Experience in a similar role.

Report, monitor, analyse and escalate risk, including a combination of business unit specific:
market risk;
market liquidity risk;
funding risk;
funding liquidity risk;
credit risk; and
Other ad-hoc risk types.
Calculate, monitor and analyse economic capital usage for market and / or credit risk.
Make recommendations with regard to risk levels in business units.
Advise on appropriate model to use (and provide if required), maintain and fully document to the standard required:
quantitative risk models; and
pricing and valuation models
Assist with systems implementation and customisation, including:
writing specifications;
testing; and
ad-hoc trouble shooting.
Analyse structured transactions into their constituent risk components to facilitate ongoing management thereof.
Keeping up to date with best risk management practices:
Researching and advising businesses on new risk management techniques;
E.g.: OIS curve building, and CVA, DVA and FVA calculations.
Handle ad-hoc requests, including:
risk related queries and analysis;
o assistance with providing business information, etc.

System-specific knowledge:
Murex
Moody’s analytic systems (Credit edge, Risk Calc, Risk frontier, Risk analyst)
Fincad (F3)
Bloomberg
MS SQL
VBA programming
Knowledge of: Basel

Computer literate with proven proficiency in MS Office (Excel and Word)
Thorough financial instrument knowledge (especially regarding market risk, credit risk).
Strong communication skills (verbal and written.)
Ability to use plain language to explain technically complicated subjects.
Broad-based risk knowledge in all major risk disciplines (excluding legal and financial credit analysis).
Understand:
derivatives (including credit, interest rate and equity market based); and
financial and capital markets (practical understanding).
· Ability to take broadly related information and combine it into the bigger picture