(1663) Risk Analyst - FMD at South African Reserve Bank

Detailed description

The successful candidate will be responsible for, but not limited to, the following key performance areas:

• Contribute to the development of advanced analytical models and methods for risk and portfolio optimisation analytics 
• Benchmark existing processes and integrate novel research into current analytical processes  
• Produce written research related to global fixed income markets in particular, and financial markets in general
• Perform model risk assessment and model validation
• Provide input into the formulation and implementation of the strategic asset allocation, tactical asset allocation and risk budgeting processes. 
• Generate appropriate analysis to ensure that the drivers of portfolio performance are understood. 
• Ensure compliance with relevant policies.
• Maintain business relationships with experts within the financial markets industry. 
• Manage ad hoc internal and external client queries, reporting and administrative matters. 
• Stay abreast of all methodological developments relevant to the areas of work and discipline.
• Make convincing presentations to different teams and forums where relevant
• Support on-the-job training for junior analysts 

Job requirements

To be considered for this position, candidates must have:

•  a post-graduate degree (NQF8) in Finance, Engineering, Investment Management, Risk Management, Econometrics or other related fields, with Mathematics, Statistics or Investments as majors; and
• five to eight years’ experience relevant work experience in the investment management industry or other financial institution, with at least two years in investment portfolio management, financial risk management, model development, or various aspects of financial markets

The following would be an added advantage:

• a Masters degree in the fields mentioned above
• Chartered Financial Analyst (CFA), Certificate in Investment Performance Measurement (CIPM), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification; 
• knowledge of Global Investment Performance Standards (GIPS®); 
• Academic research capability; and 
• Competent coding skills in R, Python or Matlab.