Market Risk Analyst

Job Overview:

The purpose of this position is to assess, monitor, and manage market risk exposures in alignment with the organization’s risk tolerance.

Responsibilities:

• Analyse, assess, and evaluate financial, market, and business information to report on market risks.
• Facilitate informed decision-making on foreign exchange, gold, and other fixed-income reserve portfolios.
• Prepare and coordinate daily, weekly, monthly, quarterly, and annual risk reports, providing analysis on how market risk measures impact the organization’s investments.
• Develop and recommend strategies for managing market risk within investment portfolios.
• Conduct research on market risk developments and make informed recommendations.
• Assist in conceptualizing and building market risk models to calculate risks associated with portfolios and specific trades or strategies.
• Contribute towards formulating market risk-related policies and ensure their effective implementation.
• Coordinate deliverables of team members for projects and reporting tasks.
• Participate in cross-functional activities to align and harmonize risk-related information.
• Develop and maintain relationships with financial market experts.
• Provide guidance and mentorship to analysts within the division.
• Maintain sound relationships with all stakeholders.
• Create and maintain procedure manuals for operational purposes.
• Ensure adherence to all operational protocols and standards.

Requirements:

• An Honours degree (NQF8) or equivalent in Investment Management, Risk Management, Finance, Accounting, or a related field.
• A minimum of five years’ experience in market risk management and various aspects of financial analysis.

Preferred Qualifications and Skills:

• Chartered Financial Analyst (CFA), Professional Risk Management (PRM), or Financial Risk Manager (FRM) qualification.
• Project management skills.
• Knowledge of Environmental, Social, and Governance (ESG) investment processes.