The main purpose of this position is to provide credit risk analysis in the Risk Management Section of the Financial Markets Department within the South African Reserve Bank (SARB).
Detailed description
The successful candidate will be responsible for, among other things, the following key performance areas:
Analyse, assess, evaluate and report on credit risk, to facilitate informed investment decision making.
Contribute towards the formulation and implementation of policies related to credit risk.
Conduct research on credit-risk developments and make recommendations based on the findings and best practices.
Assist in the development of strategies for credit-risk management.
Assist in the conceptualising and building of risk models for calculating risks associated with counterparties, portfolios and particular trades or strategies.
Conducting fundamental credit analysis, including, financial statement analysis for the selection, evaluation and management of the credit quality of the SARB's counterparties.
Participate in cross-functional activities for the alignment and harmonisation of risk- related information.
Develop and maintain business relationships with experts within the financial markets industry.
* Develop and maintain procedure manuals for operational purposes.
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