Job DescriptionTo monitor and manage the risk in relevant area for the Markets Division by identifying, quantifying, analysing and troubleshooting market risk issues on a daily basisBuild and improve on a risk report for various trading desksPerform market risk factor analysis in order to identify riskAttribute profit and losses to various market risk factorsIdentify quantify analyse and troubleshoot market risk issuesEvaluate implement and optimise risk management processes and systemsBuild and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue listen advise influence and negotiate to achieve win win outcomesInitiate meetings with key stakeholders to track progress manage expectations and ensure stakeholders requirements are deliveredPreserve relationships despite airing conflicting views and seeks mutual gains when addressing conflictsAnticipate consequences and adapts problem solving based on continual feedbackAct speedily to resolve problems queries and complaintsAdapt communication styles to meet the needs of different audiencesAttribute actual profits and losses to its risk sensitivitiesExplain large profits/losses to top management in terms of market risk sensitivitiesEnsure daily interaction with traders and conduct scenario analysis on their behalfDemonstrate pride in the organisations brand services and products by consistently delivering on the brands promiseFollow through to ensure that personal quality and productivity standards are consistently and accurately maintainedStay relevant and up to date with legislations and new developmentsMaintain a positive attitude and respond openly to feedbackHandle stress in ways that do not negatively impact othersPlan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time frames and according to quality standardsTake ownership of personal career development leveraging formal and informal opportunitiesRead situations and organisational realitiesSet aside personal agenda for the greater goodAct in an ethical transparent and morally defensible manner including highlighting unethical practicesShare debate and communicate learningsFlag and debate issues constructivelyPromote a friendly cooperative climate Min Qualifications: Minimum Honours Degree in Mathematics, Physics or Quantitative Finance Programming ability (e.g., Python / Matlab / VBA) Financial Risk Manager (FRM) Qualification, CFA, or Certificate in Quantitative Finance (CQF) advantageous Min Years of Experience: Minimum 2 years similar working experience in market risk, model validation, quantitative analysis, or related area within a financial institution. Industry Experience: Financial Services, Banking or Asset Management. Skillset required / Must have: Experience with the pricing and/or risk management of complex derivatives (i.e., risk drivers spanning multiple asset classes, including optionality component or credit contingent features) or has supported an XVA desk. Has actively engaged with trading desks involved in deal structuring. Demonstrate rigorous attention to detail. Cultivate an active interest in markets, the economy and business initiatives. #post
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Job Details Application Closing Date
24/06/24 All appointments will be made in line with FirstRand Group's Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.
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About UsA leading corporate and investment bank in South Africa and the broader Africa continent, RMB offers large corporate and institutional clients innovative, value-added advisory, funding, trading, corporate banking and principal investing solutions. RMB's talent is expected to be high performing whilst fixing for real-world challenges such as funding the green economy through sustainable finance transactions; unlocking transformation with innovative BEE deals; providing financial and strategic support to management teams in the unlisted sector; financing infrastructure that will uplift economies and improve the lives of millions of people – all of this is about thinking big.
If you are invested in making a difference on a serious scale, RMB is where you should build your career and explore new ways to contribute to a better world.
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