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Global Market Risk Strategist
Job in
Johannesburg, 2000, South Africa
Listed on 2025-12-31
Listing for:
Bebeemarketrisk
Full Time
position Listed on 2025-12-31
Job specializations:
-
Finance & Banking
Banking Analyst
Job Description & How to Apply Below
Market Risk Specialist
Key Responsibilities- Maintain curves, volatility surfaces, and historical data.
- Validate pricing and risk results.
- Perform P&L Explain, sensitivities, stress testing, and limits monitoring.
- Build and automate risk reports using Datamart, SQL, and sometimes Python.
- Minimum 3+ years in Murex risk modules.
- Strong knowledge of market risk concepts (Va R, Greeks, stress testing).
- Familiarity with multiple asset classes: IR, FX, Equity, Credit, Commodities, Options.
- Understanding of regulatory frameworks (Basel III, FRTB, SIMM).
- SQL, Python, scripting, and data management.
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