|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|
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.
- 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.