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Network Recruitment
Johannesburg
Job Description Leading projects and fostering talent within our team will be integral to your role. Your ability to deliver, report, and evaluate results will be crucial in meeting stakeholder and regulatory expectations. Responsibilities Collaborate with senior managers to provide high-quality valuation and risk analysis services to banking and
Job Source: Network RecruitmentNetwork Recruitment
Johannesburg
Key Responsibilities: As a Market Risk Specialist specialising in counter-party credit and derivative pricing, you will play a pivotal role in our organisation's risk management strategy. Your responsibilities will include: Counter-party Credit Risk Analysis: Assessing and managing the counter-party credit risk exposure of our organisation, includ
Job Source: Network RecruitmentNetwork Finance.
Johannesburg, Gauteng
These jobs were popular with other job seekers Reference: NFP013926-ASl-1 Are you a financial expert with a deep understanding of market risks, particularly in the areas of counter-party credit and derivative pricing? If you're passionate about analysing complex financial instruments and ensuring the stability of financial systems, we have an excit
Job Source: Network Finance.Nedbank
Johannesburg, Gauteng
Audit Portfolio Manager: CIB Model Risk (Market Risk) Requisition Details & Talent Acquisition Contact REQ 132688- Tshego Semenya Location: Johannesburg Closing date: 12 March 2024 Cluster Group Internal Audit Career Stream Auditing Leadership Pipeline Manage Self Professional Position Audit Portfolio Manager: CIB Model Risk (Market Risk)Job Purpos
Job Source: NedbankNetwork Finance.
Johannesburg, Gauteng
These jobs were popular with other job seekers Reference: NFP014012-ASl-1 Are you a financial expert with a deep understanding of market risks, particularly in the areas of counter-party credit and derivative pricing? If you're passionate about analysing complex financial instruments and ensuring the stability of financial systems, we have an excit
Job Source: Network Finance.1001 Absa Bank
Sandton, Gauteng
Market Risk Technology Team Lead page is loaded Market Risk Technology Team Lead Apply locations Sandton time type Full time posted on Posted 2 Days Ago job requisition id R-15964169 Empowering Africa’s tomorrow, together…one story at a time. With over 100 years of rich history and strongly positioned as a local ba
Job Source: 1001 Absa BankStandard Bank Of South Africa Limited
Johannesburg, Gauteng
Job Overview Business Segment: Corporate & Investment Banking Location: ZA, GP, Johannesburg, Baker Street 30 To provide strategic leadership, direction, and drive implementation of Non-Financial Risk (NFR) management across the Global Markets business unit by acting as a trusted NFR management business partner that equips business with the solut
Job Source: Standard Bank Of South Africa LimitedStandard Bank Of South Africa Limited
Johannesburg, Gauteng
Job Overview Business Segment: Corporate & Investment Banking Location: ZA, Gauteng, Johannesburg, 30 Baker Street, Rosebank To support the Global Markets Head Non-Financial Risk (NFR) in the effective and proactive management of risk to the Global Markets South Africa Business Units (Commodities and Local Markets Africa), and act as a trusted NF
Job Source: Standard Bank Of South Africa LimitedJohannesburg, Gauteng
R 300000 ZA Per annum
Business Segment: Corporate & Investment Banking Location: ZA, GP, Johannesburg, Baker Street 30 The role requires the incumbent to take responsibility for identifying, measuring, managing and reporting market risk exposures, relative to a predetermined risk appetite, on Structured Solutions Desk. This desk deals in bespoke Structured deals which include XVA’s, non-linear risk, Exotic derivatives covering all asset classes. 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 (equities, structured credit etc.) in SA. Key Responsibilities: Display an effective understanding of the markets in which Global Markets trades for that specific desk Understanding of the derivative products and their associated risk metrics for that specific desk Critically analyse output produced in relation to the above understanding Ability to automate manual processes in line with the digitisation strategy Act as a Market Risk business lead in Global Markets systems changes that impact the desk. This will include defining the testing requirements from a Market Risk perspective, participation in testing as well as documentation of the testing output for approval by the Market Risk Technical Committee (MRTC). Conduct certain duties DRMs are responsible for a specific desk (or desk the DRM is backing up), these will include but not limited to the following: Complete accurate and relevant risk reporting for the daily, monthly and periodic reports and present at committees where applicable. Ensure matters arising from regular trader meetings are proactively included as input into regular Market Risk Committee (MRC) meetings. Ensure relevant, meaningful and insightful commentary is included in all reports (daily, weekly, monthly etc.) relating to market risk changes and profit and loss attribution. Ensure key risks are highlighted at weekly engagements with traders for example significant strike exposure going into options expiry. Ensure effective and comprehensive price validation of liquid risk drivers (daily) and illiquid risk drivers (at least monthly). Ensure that market risk consumed by the trading & banking operations is within the Alco approved appetite with limit breaches escalated to relevant audience. Ensure that limit breaches are resolved within 24 hours of the breach occurring. Follow-up on appropriate breaches to ensure positions are brought in line with or agreement reached where not brought in line. Monitoring of back-testing exceptions together with action taken to resolve when exceptions move to a red grading. Enhancement to reporting process to ensure accuracy of reported risk exposures and prioritise automation with relevant IT teams as required by BCBS239 principles. Ability to do continuous checks on the data used in the computation of our various risk measures to ensure appropriateness and accuracy. Participate in FRTB testing and tracking if applicable. Participate in producing QIS output as required by Basel Committee when applicable. Calculate or review regulatory market risk capital for the desk submissions including commentary on movements and review and understand South African Reserve Bank capital submissions. Conduct annual and ad-hoc product and limit mandate review in consultation with the Market Risk Asset class head and Trading desk head. Participate in the new business plan evaluation, new products implementation and structured transactions assessments in order to identify market risk for the desk. Present results to relevant forums for approval. Ensure effective collaboration with other areas (e.g. Product Control, Credit, Global Markets, IT, etc.) in SBG. Qualifications Qualifications BSc honours / Masters (Maths of finance) and/or BSc/BBusci Actuarial Science; CQF; BSc/BCom Honours Mathematical Statistics/Applied Mathematics, Quantitative Finance. Experience Required5 - 7 Years Experience and understanding of the market risk function in as far as the control component, market risk measures specifically option risks and XVA’s including counterparty and funding valuation adjustments across multiple asset classes and product types.3 - 4 Years knowledge of derivative Global Markets Products including valuations of derivative transactions.
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Market risk manager jobs in Johannesburg, Gauteng
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