Manager, Market Risk X3

Business Segment: Corporate & Investment Banking

Location: ZA, GP, Johannesburg, Baker Street 30

The role requires the incumbent to take responsibility for rotational placement into a Market Risk manager role (rates, equities, forex, commodities etc.) in either SA and/or Africa regions.

Type of Qualification: Post Graduate Degree

Field of Study: BSc Honours Maths of Finance; BSc/BBusci Actuarial Sciences; MCom (Risk Management); BSc/BCom Honours Mathematical Statistics, Quantitative Finance.

Other Minimum Qualifications, Certifications or Professional Memberships: FRM or CFA

4-5 years experience in Market Risk or Global Markets or related functions is critical. Proficiency in the understanding of Market Risk as a control function including, market risk identification, measurement, analysis, and reporting. Understanding of Global Markets Derivative products (linear and non-linear), their valuations, and the use of associated risk sensitivity measures to inform risk-based decisions.

4-5 years experience in stakeholder management with ability to engage senior bank stakeholders on key market risk exposures. Experience in change management would be beneficial (being a Market Risk business lead in the implementation of new risk measurement systems). Proficiency in Regulations that impact Market Risk. Basic coding and automation skills are beneficial.

• Upholding Standards and Following Procedures
• Interpreting Data and Checking Details
• Meeting Timescales and Persuing Goals
• Examining Information and Documenting Facts
• Team Working and Embracing Change
• Exposure to Global Markets products and market risks that emanate from them
• Analytical skills and understanding of Market Risk governance frameworks including regulations that impact these
• Numerical competence, derivative valuation and assessments
• Risk Reporting and automation
• Written Communication, stakeholder management and leading Market Risk change initiatives