Market Risk Analyst
Sandton, Johannesburg

• Report and monitor daily risk across a combination of business units. This includes but is not limited to:
- Market Risk;
- Liquidity Risk;
- Funding Risk;
• Following up on limit breaches and obtaining explanations from the front office teams.
• Error and exception monitoring and follow-up.
• Assist with the production of management reports (fortnightly, monthly, and quarterly).
• Handle ad-hoc requests, including:
- risk related queries;
- data collation from different data sources (E.g. Bloomberg, Murex, etc.); and
- assistance with providing business information, etc.

Qualifications, Skills and Experience.

• BSc or BSc (Hons) in Mathematical / Statistical / Maths of Finance / Financial Risk Management (FRM) / Business Mathematics / Quantitative Risk Management (QRM) or a similar qualification
• 1 - 2 years’ experience in a similar role