Market Risk Analyst

Job Description

To conduct risk assessments, quantitative analysis, and support the development of market risk models. Monitor risk exposures, enhance reporting accuracy, and develop insights into market trends. Play a key part in ensuring regulatory compliance and contribute to the formulation of risk mitigation strategies.

• RMB is a place where exceptional people create their own opportunities by challenging the conventional and driving sustainable impact.

United by our proud heritage, strong ethics and philosophy of Traditional values. Innovative ideas, its the magic of our people and culture that sets us apart.

Now, is the time to imagine your next move with South Africas number one employer in Financial Services for 2025, where you can embrace the power of collective thinking to unlock unique opportunities for our clients and society.

Are you someone who has an interest / experience in:

• Understand market risk exposures and reporting metrics, monitor exposures against limits, appropriately escalate limit breaches as daily BAU
• Understand and report the attribution of profits and losses to market risk drivers as daily BAU.
• Able to reproduce valuation and risk metrics for financial instruments ranging from vanilla to exotic or highly structured products.
• Sufficiently experienced and technically qualified to support complex, challenging risk-taking areas including desks subject to high market volatility, trading complex products, and/or reliant on complex system infrastructure.
• Provide commentary describing changes in risk positioning and market events to inform regulatory and internal management reporting as daily BAU.
• Understand regulatory requirements pertaining to financial risk management and regulatory capital, including relevant Basel frameworks and the Banks Act.
• Understand, test, help to implement, and successfully communicate the implications of relevant regulatory changes on the trading desk

You Will Be An Ideal Candidate If You

• Minimum Education: BSc Honours in Financial Mathematics, Quantitative Risk Management, Actuarial Science, or equivalent. Nice to have - MSc, FRM, CQF
• Years of experience: Min 2 years in a quantitative risk analyst / manager / valuations analyst or related role
• Strong technical grasp of Mark to Market and theoretical valuation of financial instruments, including derivatives and calculation of risk sensitivities as required.

You Will Have Access To

• Opportunities to network and collaborate
• Challenging working
• Opportunities to innovate

We Can Be a Match If You Are

• Curious & courageous - you're driven by always wanting to know more and learn more and you're brave enough to
• Obsessed with mastery - you know what it takes to become good at what you do and are constantly pushing yourself to do it
• Love putting our clients at the forefront of what you do

Are you interested to take the step? We look forward to engaging with you further. Apply now!

#RMB

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Job Details

Take note that applications will not be accepted on the below date and onwards, kindly submit applications ahead of the closing date indicated below.

18/07/25

All appointments will be made in line with FirstRand Groups Employment Equity plan. The Bank supports the recruitment and advancement of individuals with disabilities. In order for us to fulfill this purpose, candidates can disclose their disability information on a voluntary basis. The Bank will keep this information confidential unless we are required by law to disclose this information to other parties.