Market Risk Analyst - Johannesburg at RMB - Rand Merchant Bank

Purpose

• To monitor and manage the risk in relevant area for the Markets Division by identifying, quantifying, analysing and troubleshooting market risk issues on a daily basis.

Experience and Qualifications
Minimum Qualification: Relevant Degree
Preferred Qualification: Relevant Post Graduate

• Experience Required: 3 to 5 years experience in a similar environment, of which 1 to 2 years ideally at junior specialist level

Competencies:

• Analytical Thinking
• Judgement and Decision-Making
• Solutions Thinking
• Verbal and Written Communication
• Business Insight and Risk Awareness
• Consulting and Advising
• Mathematical Acumen
• Customer Focus
• Teamwork
• Excellence and Quality Orientation Resilience and Stress Management

Responsibilities

• Build and/or improve on a risk report for various trading desks.
• Perform market risk factor analysis in order to identify risk.
• Attribute profit and losses to various market risk factors.
• Identify quantify analyse and troubleshoot market risk issues.
• Evaluate implement and optimise risk management processes and systems.
• Build and maintain professional working relationships with all stakeholders displaying excellent abilities to initiate dialogue listen advise influence and negotiate to achieve win-win outcomes.
• Initiate meetings with key stakeholders to track progress manage expectations and ensure stakeholders requirements are delivered.
• Preserves relationships despite airing conflicting views and seeks mutual gains when addressing conflicts.
• Anticipates consequences and adapts problem solving based on continual feedback.
• Act speedily to resolve problems queries and complaints.
• Adapt communication styles to meet the needs of different audiences.
• Attribute actual profits and losses to its risk sensitivities.
• Explain large profits/losses to top management in terms of market risk sensitivities.
• Ensure daily interaction with traders and conduct scenario analysis on their behalf
• Self-management: Demonstrates pride in the organisations brand services and products by consistently delivering on the brands promise.
• Self-management: Plan and manage own workflow anticipating obstacles juggling priorities and following through on objectives within agreed time-frames and according to quality standards.
• Self-management: Stay relevant and up-to-date with legislations and new development.
• Self-management: Maintain a positive attitude and respond openly to feedback.
• Self-management: Handle stress in ways that do not negatively impact others.
• Self-management: Take ownership of personal career development leveraging formal and informal opportunities.
• Self-management: Act in an ethical transparent and morally defensible manner including highlighting unethical practices.
• Teamwork: Continually share debate and communicate learnings.
• Teamwork: Flag and debate issues constructively.
• Teamwork: Contribute to a friendly co-operative climate in working with others to achieve collective goals.
• Teamwork: Be sensitive to others feelings needs values views and attitudes and be courteous and diplomatic when dealing with difficulties and problems others may be experiencing (EQ).