Where

Senior Quantitative Market Risk Analyst

Executive Placements
Johannesburg Full-day Full-time

Description:

Key Responsibilities:
-Develop a deep understanding of markets and portfolios to identify valuable quantitative use cases.

-Design input data templates for financial risk measurement and instrument validation.

-Implement processes to source data from internal risk systems and external vendors for tracking financial metrics.

-Create and maintain quantitative tools to measure financial risks, and design databases for market and financial risk metrics.

-Automate risk measurement, monitoring, and reporting processes within risk management.

-Perform stress tests for market risk portfolios and ensure compliance with regulatory changes in market risk.

-Work closely with cross-functional teams to ensure effective risk management practices.

Required Skills and Experience:
-A quantitative-based honors degree.
-5 years of experience in quantitative finance and development/programming.
-Strong programming experience in Python, SQL, and Visual Basic.
-Expertise in database design and management.
-Solid understanding of financial mathematics and modeling.

If youre passionate about working at the intersection of technology, finance, and risk management, and youre ready to take on a new challenge, I would love to hear from you!


31 Mar 2025;   from: gumtree.co.za

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