Job title: Snr Quant Risk Manager
Employment type: Full Time
Experience: 5 to 8 years
Salary: R700000 to R850000
Job published: 19 April 2021
Job reference no: 784405749

Job Description

Snr Quant Risk Manager (R700k to R850k)

Niche entrepreneurial bank seeks analytical + driven indiv. Pivotal role to develop Quantitative Risk Models and Analytics. Build and refine Capital and Market Risk models plus Financial models. Great career opportunity.

Main Responsibilities:

  • Develop and operationalise financial models for Group Risk for example Capital forecasts, Liquidity, Credit, Market risk, Regulatory Capital and Financial models.
  • Develop risk principles, processes to assess Risk measurement models.
  • Assess and monitor accuracy and relevance of risk models.
  • Evaluate and mitigate model risk.
  • Research advanced quantitative risk management techniques and methodologies.
  • Introduce new quantitative risk initiatives and stress tests.
  • Provide quantitative and qualitative risk status reporting.
  • Analyse trends and provide accurate data to Senior stakeholders.
  • Collect and analyse risk data across the organisation and identify/report on trends.
  • Participate in Regulatory/industry meetings and workshops.
  • Gather, manipulate and analyse data from multiple sources.
  • Conduct research, analyse information, write reports, and make presentations.
  • Communicate and explain concepts clearly to Business leaders.
  • Other key duties to be discussed at interview stage.

Qualifications and Experience

  • Hons degree in Maths ess. CFA or FRM an advantage.
  • Good exp in Market Risk, Balance Sheet Mgt or ALM, Risk Mgt models.
  • Quant analytics exp in banking, Asset Mgt etc

Should you be interested in the role:

  • Please apply online.
  • For queries, please contact Bev from SET on 082 495 8595.
  • No Whats-App CV’s will be accepted.