MARKET RISK ANALYST – REF8674

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R HIGHLY NEGOTIABLE PLUS ANNUAL PERFORMANCE BONUS

Our client is a proprietary investment business and an alternatives investment manager. Through its capital market activities, the company delivers above-average, risk-adjusted returns for a predetermined level of risk to shareholders.

They now seek a market risk analyst to join their team. You will report to the head of Market Risk who is friendly, smart and engaging. A team member has moved internally after a successful tenure in this area.

This role is suitable for appropriately qualified affirmative action candidates.

 

JOB DESCRIPTION WILL INCLUDE BUT NOT BE LIMITED TO:

  • You will be responsible for the production of market risk reports on a daily, weekly and monthly basis, and analyse them appropriately;
  • You will be required to support quarterly client and mandate reporting activities;
  • You will be required to undertake projects to enhance risk management methodologies and to add value to the company’s ALM offerings;
  • You will be required to model new and existing trades instruments in excel and risk systems;
  • You will be required to devise and simulate trading and portfolio optimisation strategies;
  • You will be responsible for analysis of interest rate risk dynamics and any other dynamics underlying company ALM offering.

 

CORE COMPETENCIES REQUIRED, BUT NOT LIMITED TO:

  • You have a keen eye for detail;
  • You have solid analytical and mathematical skills;
  • You have excellent communication (verbal and written) skills in English;
  • You are able to work both independently and as part of a team;
  • You are motivated with high energy levels, show initiative and be able to think creatively;
  • You are able to cope under pressure.

 

CORE QUALIFICATIONS AND EXPERIENCE:

  • You have a B.Sc. (computer science, applied mathematics, mathematics or statistics) / B. Bus. Sci. (finance / economics);
  • You have expert technical knowledge in risk management gleaned at an investment bank/asset manager
  • You have programming skills in one or more of the following – this would be a distinct advantage: Visual Basic, VBA, C #;
  • You have current, relevant experience in quantitative fixed income portfolio management and / or Market Risk management .

Great company – superb role – lovely team – winning combination. And rewards on performance are great!  Happy team.