senior quantitative risk analyst - Johannesburg Verfied

Salary Negotiable Johannesburg, Gauteng Johannesburg, Gauteng more than 14 days ago 10-01-2018 8:51:51 AM
07-03-2018 8:51:51 AM
minimum requirements:

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

• B Sc (Hons) with Mathematical / Statistical subjects.
• 4 – 6 years’ experience in a similar role.

TECHNICAL COMPETENCIES:
• 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.

Recruiter: Rooftop