Portfolio Management and Risk Reporting Analyst at Standard Bank Group

Job Description

• Quantitative data analysis for the purpose of developing complex risk reports that contribute towards improved reporting, portfolio analytics, risk decision making, appetite setting, stress testing and concentration risk management within Core Investment Banking (CIB).

Key Responsibilities:

Quantitative analysis and portfolio risk management

• Through statistical analysis of relevant data sets, apply insights to broad set of portfolio management applications including, but not limited to, risk appetite setting, concentration risk management, stress testing, portfolio analytics and reporting. 
• Based on risk management and business requirements, identify, source and store relevant data.  Where relevant, resolve data quality issues to facilitate maintenance of accurate risk data.

Analyse CIB portfolio to identify key risks and opportunities

• Incorporate information on risk appetite, business strategy and available financial resources.
• Identify portfolio concentrations at a country, sector, sub-sector and customer level.

Change management

• Support execution of improvement initiatives within PMRR and in related areas across the CIB Risk function. This includes automation of manual processes / process optimisation across multiple platforms and mechanisms, using technology, machine learning and digitisation. Develop supporting documentation, as required.

Compile a variety of high-quality risk reports for SBG management committees

• Deliver complex risk reports in an accurate and consistent fashion.
• Demonstrate an ability to highlight key points for management action/ intervention.
• Support both CIB Risk and Group Risk Committees

Qualifications

• Honours degree in a quantitative discipline (Maths, Physics, Engineering, Statistics or Finance)

Experience and Skills:

• 3-4 Years understanding of quantitative risk management techniques, portfolio risk analytics and their practical implementation.
• Demonstrated track record in implementing quantitative risk management concepts.  Experience with portfolio optimisation.
• Relevant experience in a cross section of front office and risk management systems across business and instrument types a requirement.
• Solid knowledge of risk analytics and measures related to both financial and non-financial risks. 
• Good comprehension of Data Management issues and exposure to programming experience (e.g. in C++ or preferably Python).
• Understanding of financial products and experience in financial services required (e.g. asset management, insurance companies, banks). 
• Experience in dealing with the South African and other African Markets required