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.