Market Risk Analyst (cib Risk)

Absa Bank Limited

Sandton, South Africa
Not specified
3-5 years industry experience
Derivative valuation expertise
Independent price verification
Absa Bank Limited is seeking a Market Risk Analyst to join their team in Sandton, South Africa. The role involves managing traded market risk, requiring 3-5 years of relevant industry experience and a strong grasp of market risk measurement, derivative valuation, and quantitative analysis

Job Summary

  • This role is an integral part of a top Tier Investment Bank responsible for managing traded market risk within established frameworks.
  • Candidates will face off with the trading desk to ensure accurate measurement, monitoring, and challenging of market risks.
  • The position requires developing product-specific risk expertise to enable proactive risk management in the Structuring and xVA Trading space.

Matching Summary

Match Score: 85

Absa Bank Limited is seeking a Market Risk Analyst to join their team in Sandton, South Africa. The role involves managing traded market risk, requiring 3-5 years of relevant industry experience and a strong grasp of market risk measurement, derivative valuation, and quantitative analysis.

Skills & Requirements

Must-have

  • 3-5 years industry experience
  • Derivative Valuation expertise
  • Independent Price Verification
  • Yield Curve Analysis
  • Model Validation skills
  • Middle Office best practices

Nice-to-have

  • Energetic and proactive approach
  • Strong communication skills
  • Ability to work independently
  • IT understanding proficiency
  • Intellectual capability

Key Requirements

  • Bachelor's Degree in Business, Commerce or Management Studies
  • 3-5 years experience in Market Risk or Quantitative roles
  • Knowledge of accounting standards and regulations

Work Rights

Not specified

Tailored Resume

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