Market Risk Manager

Johannesburg, Gauteng, South Africa

Job Description


:
Leading projects and fostering talent within our team will be integral to your role. Your ability to deliver, report, and evaluate results will be crucial in meeting stakeholder and regulatory expectations.Responsibilities:

  • Collaborate with senior managers to provide high-quality valuation and risk analysis services to banking and financial clients
  • Review and assess market risk techniques and processes for clients
  • Support projects on Interest Rate Risk in the Banking Book (IRRBB) and the Fundamental Review of the Trading Book (FRTB)
  • Contribute to Liquidity Risk and Counterparty Credit Risk projects, including framework review and implementation
  • Participate in Derivatives valuation projects using analytical and numerical methods
  • Prepare briefs, analytical notes, and reports sections
  • Manage client relationships and oversee work program delivery
  • Coordinate with specialists across the team and firm
  • Ensure high-quality deliverables within agreed timelines and budgets
  • Identify and document risks, issues, and conclusions, escalating as needed
  • Contribute to client research on the evolving financial landscape
  • Engage with the broader professional community for business growth opportunities
  • Mentor and coach junior staff
Education:
  • Honour's degree in Quantitative Finance, with a Master's in Financial Engineering or Quantitative Finance preferred
  • FRM or PRM certification (advantageous)
Job Experience & Skills Required:
  • Minimum 5 years' experience in a prominent South African bank or professional services firm
  • Strong quantitative and development skills (Excel, VBA, Python, R, C++)
  • Proficient in business writing
  • Detail-oriented with the ability to work under pressure
  • Collaborative team player
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Job Detail

  • Job Id
    JD1324991
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Johannesburg, Gauteng, South Africa
  • Education
    Not mentioned