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Absa Group Limited (Absa) has forged a new way of getting things done, driven by bravery and passion, with the readiness to realise the possibilities on our continent and beyond.
Job Summary
The job offers an exciting opportunity to be an integral part of a top Tier Investment Bank. This is a challenging and visible role which is part of a team responsible for the overall management of traded market risk within established frameworks, appetite and limits by ensuring that traded market risks are identified, measured, managed, reported and challenged.
Suitable candidates are expected to have 8-10 years industry experience having worked their way in a market risk, valuations or middle office role. Facing off with the trading desk, candidates will need to demonstrate knowledge/experience of Market Risk measurement and monitoring, Derivative Valuation, XVA’s, Independent Price Verification and Fair Value Adjustments, Yield Curve Analysis/Construction, Model Validation, Middle Office and the best practices surrounding these.
The role has a demanding product and technical content, and the sheer pace of activity and growth within the bank, are such that an energetic and proactive approach will be needed. Good product and quantitative knowledge is essential, along with proven IT coding skills is required in order to succeed. These will be underpinned by intellectual capability and strong communication skills as well as the ability to work accurately and independently.
Education
Closing Date: 18th, April 2022
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