Risk Analyst

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:
o market risk;
o market liquidity risk;
o funding risk;
o funding liquidity risk;
o credit risk; and
o 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 of SCM.
• Advise on appropriate model to use (and provide if required), maintain and fully document to the standard required:
o quantitative risk models; and
o pricing and valuation models
• Assist with systems implementation and customisation, including:
o writing specifications;
o testing; and
o 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:
o Researching and advising businesses on new risk management techniques;
o E.g.: OIS curve building, and CVA, DVA and FVA calculations.
• Handle ad-hoc requests, including:
o risk related queries and analysis;
o assistance with providing business information, etc.
• System-specific knowledge:
o Murex
o Moody’s analytic systems (Credit edge, Risk Calc, Risk frontier, Risk analyst)
o Fincad (F3)
o Bloomberg
o MS SQL
o 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:
o derivatives (including credit, interest rate and equity market based); and
o financial and capital markets (practical understanding).
• Ability to take broadly related information and combine it into the bigger picture