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  • Posted: Apr 18, 2024
    Deadline: Not specified
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    Since our establishment in 1918, Sanlam has been a prominent part of the South African business landscape. We have always held a long-term view of how business adapts to the demands of the environment in which it operates. Today, in a dynamic world, we see an evolving set of social, economic, political and environmental imperatives that require our skilfu...
    Read more about this company

     

    Quantitative Risk Analyst

    What will you do?

    Report and monitor daily risk across a combination of business units. This includes but is not limited to:

    • Market Risk
    • Build valuation and sensitivity models from first principles
    • Assist with quantitative modelling / projects etc
    • Assist with the production of management reports (fortnightly, monthly, and quarterly).
    • Error and exception monitoring and follow-up.
    • Follow up on limit breaches and obtain explanations from the front office teams.
    • Credit Risk
    • Liquidity Risk
    • Funding Risk

    Qualification and Experience

    • BSc or BSc (Hons) in Mathematical / Statistical / Financial Maths / Financial Risk Management (FRM) / Business Mathematics / Quantitative Risk Management (QRM) / M Phil, or a similar qualification. This needs to include subjects which are technical / mathematical as well as its application to financial markets and concepts.
    • Python coding skills and Murex knowledge will be advantageous.
    • 2 - 4 years’ experience in a similar role

    Knowledge and Skills

    • Liquidity risk assessment programme
    • Business processes
    • Reporting and administration
    • Liquidity risk management
    • Quality, compliance, and accreditation

    Method of Application

    Interested and qualified? Go to Sanlam Group on careers.sanlamcloud.co.za to apply

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