Analyst, Market Risk at Standard Bank Group

JOB DESCRIPTION

The role requires the incumbent to take responsibility for identifying, measuring, managing and reporting market risk exposures, relative to a predetermined risk appetite, mainly for the Foreign Exchange Options desk as well as any other non-linear desk as deemed necessary by senior management within Market Risk (SA or AR). In order to do so, optimum use is required to be made of risk, front office and reporting technology, in addition to which daily interaction with the trading team and other related business support functions will be necessary. The role also requires periodic rotation into other desks 

QUALIFICATIONS

Minimum Qualifications

• Type of Qualification: Post Graduate Degree
• Field of Study: Mathematical Sciences
• Other Minimum Qualifications, Certifications or Professional Memberships: BSc Honours Maths of Finance; BSc/BBusci Actuarial Sciences; MCom (Risk  Management); BSc/BCom Honours Mathematical Statistics, Quantitative Finance.

Experience Required

• 1 – 2 Years experience and a good understanding of the market risk function in as far as the control component, market risk measures and product types both linear and non-linear across the Rates and FX asset classes.

• 1 – 2 years experience and knowledge of Global Markets Products and their valuations.

ADDITIONAL INFORMATION

Behavioural Competencies:

• Interpreting Data
• Meeting Timescales
• Examining Information
• Team Working
• Checking Details

Technical Competencies:

• Risk Reporting
• Written Communication
• Numerical competence
• Analytical skills
• Exposure to Global Markets products
• Report Writing Skills