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  • Posted: May 24, 2021
    Deadline: Not specified
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  • Lets find opportunities together. Lets get it done. As a subsidiary of The Bidvest Group Limited, were an entrepreneurial bank that seeks out the opportunities and market gaps which traditional banking often ignores. By being flexible and nimble, were able to service our customers better than anyone else. How? We understand that no two individuals are ali...
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    Market Risk Analyst

    ABOUT THE POSITION

    KEY PERFORMANCE AREAS (KPA's) AND KEY PERFORMANCE INDICATORS (KPI's)
    FINANCE
    Key Performance Area (KPA)
    Key Performance Indicator (KPI)

    Cost Management

    • Reduce operating costs through
    •  Minimal use of personal telephone calls
    •  Process efficiency
    •  Use e-mail where possible
    •  Use short dial codes for branches
    •  Provide suggestions for cost saving
    •  Maintain cost within budgets

    CUSTOMER CENTRICITY
    Key Performance Area (KPA)
    Key Performance Indicator (KPI)

    Customer service

    • Verifying trading calculations
    • Providing daily cash information to the MD, FD, EWR, RM, ALCO and Dealers

    OPERATIONAL EXCELLENCE

    Key Performance Area (KPA)

    Key Performance Indicator (KPI)

    • Internal Processes
    • Prepare BA returns on a monthly basis BA300, BA330, BA700 and BA930
    • Prepare Asset & Liability reports (ALCO)

    Economic Capital plan:
    - Update Internal Capital Adequacy Assessment Process (ICAAP)
    - Research on the ILAAP models
    - Calculating RAROC
    - Market Risk modeling based on mathematical & financial calculations

    • Reviewing, update & implement Policies.
    • Liquidity & Interest risk assumptions

    Basel III:
    - Liquidity Coverage Ratio (LCR),
    - leverage ratio (LR),
    - Net Stable Funding Ratio (NSFR),
    - EVE and NII
    - Fair value adjustment calculation,
    - International Financial Reporting Standard 9 (IFRS 9)
    - Yield curve
    - Spreads
    - Other Basel III Ratio
    - Stress testing
    - Back testing
    Other Ad hoc tasks required

    REQUIREMENTS (What is required to perform the Essential Duties)
    Minimum Ideal

    Qualifications

    • B Com Financial Management
    • BSc Actuarial Science
    • Master's Degree

    Experience

    • 3 years' experience in Market Risk
    • 5 years' experience in market risk management, treasury middle office management and banking or audit firms
    • Knowledge, Skills and Abilities Required (Competencies & level of competencies)

    Minimum Ideal
    Knowledge

    • Sound knowledge of Basel II and III.
    • Good general knowledge of Market Risk.
    • Good finance; banking and economics understanding.
    • Decent knowledge of mathematics and financial instruments.
    • Good general knowledge of Opics Treasury system would be an advantage

    Skills

    • Computer literate
    • Teamwork
    • Communication
    • Adaptability
    • Accuracy/Attention to detail
    • Planning/ Organising ability
    • Ability to learn
    • Ability to work under pressure.
    • Be able to use initiative.
    • Advanced Excel skills
    • SQL,
    • Visual Basics (VB) or R or SAS

    Attitudes.

    • Self-starter
    • Pro-active
    • Passionate about the business
    • Assertiveness / Confidentiality / Cost conscious / Desire to provide the best
    • Positive and friendly behavior at all times.
    • Advanced Excel skills with financial modelling and quantitative modelling
    • Back and Front Office experience would be an advantage

    Desired Skills:

    • Basel II
    • Basel III
    • Knowledge Market Risk
    • Finance Understanding
    • Economics
    • Banking
    • Financial Instruments
    • Mathematics
    • Oipcs Treasury

    Desired Work Experience:

    • 2 to 5 years Banking

    Desired Qualification Level:

    • Degree

    Method of Application

    Interested and qualified? Go to Bidvest Bank on www.careerjunction.co.za to apply

    Note: Never pay for any training, certificate, assessment, or testing to the recruiter.

  • Send your application

    View All Vacancies at Bidvest Bank Back To Home

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