Manager, Market Risk

Details of the offer

Business Segment: Corporate & Investment BankingLocation: ZA, GP, Johannesburg, Baker Street 30The role requires the incumbent to take responsibility for rotational placement into a Market Risk manager role (rates, equities, forex, commodities etc.) in either SA and/or Africa regions.QualificationsMinimum QualificationsType of Qualification: Post Graduate DegreeField of Study: BSc Honours Maths of Finance; BSc/BBusci Actuarial Sciences; MCom (Risk Management); BSc/BCom Honours Mathematical Statistics, Quantitative Finance.Other Minimum Qualifications, Certifications or Professional Memberships: FRM or CFA.Experience Required4-5 years experience in Market Risk or Global Markets or related functions is critical. Proficiency in the understanding of Market Risk as a control function including market risk identification, measurement, analysis, and reporting. Understanding of Global Markets Derivative products (linear and non-linear), their valuations, and the use of associated risk sensitivity measures to inform risk-based decisions.4-5 years experience in stakeholder management with the ability to engage senior bank stakeholders on key market risk exposures. Experience in change management would be beneficial (being a Market Risk business lead in the implementation of new risk measurement systems). Proficiency in Regulations that impact Market Risk. Basic coding and automation skills are beneficial.Additional InformationUpholding Standards and Following ProceduresInterpreting Data and Checking DetailsMeeting Timescales and Pursuing GoalsExamining Information and Documenting FactsTeam Working and Embracing ChangeExposure to Global Markets products and market risks that emanate from themAnalytical skills and understanding of Market Risk governance frameworks including regulations that impact theseNumerical competence, derivative valuation and assessmentsRisk Reporting and automationWritten Communication, stakeholder management and leading Market Risk change initiativesPlease note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any form of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or ******.
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Nominal Salary: To be agreed

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