Market Risk Analyst

Gauteng Market Risk Analyst Role open for 2025 at a well-known Financial Services group.Minimum Requirements:Grade 12Masters or Honours Degree essential - Studying towards PhD is advantageous5-10 years of quantitative finance experienceProgramming and development experience in the following languages: Python, SQL, and Visual BasicDatabase design and development management skillsFinancial mathematics and modelling skillsExperience with Artificial Neural Networks and Machine Learning (AI)Responsibilities:Develop an understanding of the markets and portfolios in BSMDesign data templates for financial risk measurement and validation processesImplement processes to source market information from vendorsTrack financial metric performanceDevelop and implement quantitative tools and computational programming toolsDevelop and maintain a database to store market/financial risk metricsDesign reporting toolsAutomate internal risk measurementPerform SAM stresses for the portfolioMonitor VAR limits and escalate breaches to the Head of Quants / ALMRemuneration: Negotiable and will include large company benefits such as P/Fund, M/Aid, Incentive bonus scheme, Bursary support, and funding.
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