Job Description

Detailed description

• The successful candidate will be responsible for the following key performance areas:
• Research, develop and maintain advanced analytics related to interest rate and foreign exchange markets.
• Conduct research on various aspects relating to financial benchmarks and reference rate reforms.
• Provide thought leadership and contribute to position papers, presentations, speeches and other documentation prepared by the company Working Group, Market Practitioners Group (MPG) and other relevant bodies.
• Contribute to the formulation and execution of strategic initiatives of the unit and the Financial Markets Department.
• Lead the development and periodic review of interest rate benchmarks and the implementation of solutions for various calculation methodologies.
• Establish relevant data sources and lead the implementation of appropriate data collection models to enable the production of analytics.
• Oversee the benchmark determination process and enhance operating procedures and the control framework for benchmark administration.
• Collaborate with other financial market specialists, business analysts, data management specialists, integration specialists and software developers to design and implement infrastructure solutions.
• Prepare periodic operational reports to enable lead specialists, senior management and the Reference Rate Oversight Committee to exercise their oversight function on all aspects of benchmark administration.
• Leverage data and analytics to prepare reports aimed at enhancing the transparency of various segments of interest rate and foreign exchange markets.
• Build and maintain relationships with reporting institutions, market infrastructure providers, industry bodies and other relevant stakeholders.
• Contribute to the learning and development of junior specialists.
• Assist with committee administration.
• Contribute to process improvement.
• Perform ad hoc tasks.

Job requirements:
To be considered for this position, candidates must be in possession of:

• An Honours degree (NQF8) in Economics, Finance, Statistics, Data Science or an equivalent combination of education and job-related experience; and at least 8 to 10 years work experience in financial markets.

The following will be an added advantage:

• Knowledge of financial markets products and the pricing thereof.
• Knowledge of quantitative finance.
• Proficient in Microsoft Office, R and/or Python; and proficient in data analysis.

Additional requirements include:

• Analytical and conceptual thinking abilities.
• Written and verbal communication skills.
• Availability to work irregular hours on an ad hoc basis.
• Report writing skills.
• Planning and organising skills.
• Interpersonal skills; and being a team player.

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