1782) Associate Market Risk Analyst

Detailed description

The successful candidate will be responsible for, among other things, the following key performance areas:

• Analyse, assess and evaluate financial, market and business information in order to report on market risks to facilitate informed decision making on the foreign exchange, gold and other fixed-income reserve portfolios of the SARB.

• Prepare and coordinate daily, weekly, monthly, quarterly and annual risk reports, and provide analysis on the market risk measures and how they impact the SARB’s investments.

• Assist in the develop of strategies for market risk management of the SARB’s investment portfolios.

• Assist in conducting research on market risk developments and make recommendations based on the findings.

• Assisting in researching and conceptualising and building of market risk models for calculating market risks associated with the SARB’s portfolios and particular trades or strategies.

• Contribute towards the formulation of market risk-related policies and ensure the implementation thereof.

• Participate in cross-functional activities for the alignment and harmonisation of risk-related information.

• Creating and maintaining procedure manuals for operational purposes

• Develop and maintain business relationships with all stakeholders

• Create and maintain procedure manuals for operational purposes.