Market Risk Analyst

As a Market Risk Analyst at this influential company, your role is a pivotal part of the business's success. You will be tasked with monitoring the risk embedded into the company portfolio and ensuring it stays within the appropriate risk appetite. Some of the key responsibilities include: Conduct risk identification, risk assessments, and risk monitoring for our designated portfolio(s) Design risk reports to monitor some key identified risks Work closely with the desk to understand positioning and current market conditions Define and implement bespoke stress tests Define and monitor predictive scenarios for portfolio risk Code in Python, leveraging data visualisation software (Tableau/Power BI) for the effective presentation of metrics daily in dashboards Undertake assessments of a wide range of transactions, carrying out modeling and analysis as necessary Communicate results effectively with traders and senior management Requirements: Relevant undergraduate Degree Post-grad/Masters preferred 3-5 years market risk experience preferred High coding skills, notably in Python, is essential

Location: Johannesburg, ZA

Posted Date: 1/11/2025