Market Risk Quantitative Analyst

About

Description

To be part of our exciting journey in the quantitative analytical space, where we measure, monitor and report on market, credit, and liquidity risks. We apply state of the art technology and programming languages to assist in our journey of automation, learning and quantitative value add to Balance Sheet Management, Enterprise Risk Management and Group Finance.

Responsibilities

• The text emphasizes the importance of continuous learning in the field of Artificial Neural Networks and Machine Learning (AI)
• It highlights the need to understand markets and portfolios managed in BSM, identify quantitative use cases, design input data templates for financial risk measurement, source input information from internal risk systems, and source market information from external vendors
• Quantitative tools to measure financial risks are also developed using computational programming tools
• A database is created to store market and financial risk metrics, and reporting tools are designed to extract data from the database to develop insights into risk exposure changes over time
• The text also discusses the automation of internal risk measurement, monitoring, and reporting processes, performing stress tests for the market risk portfolio, and validating financial instruments in the Murex system
• The text also discusses the need to monitor exposures against VAR Limits, engage with the PA regarding market risks and yield curve construction methods, stay updated with regulatory changes, and translate reports to internal governance forums

Qualifications

• A quantitative-based PhD, Masters, or Honours degree with 5-10 years of experience in programming and development languages like Python, SQL, and Visual Basic, database design, development management, and financial mathematics and modeling skills

Application instructions:

• To apply for a job online, click on the job advert, sign in using your login credentials and password, and complete additional questions. If you're a first-time applicant, click on SIGN UP at the top of the page. Enter your valid email address, mobile number, first name, surname, ID country of issue, and SA/National ID number. Click the SIGN UP button. You will receive an email from Momentum Metropolitan Holdings Limited Careers, verify your email address, complete your profile in MANAGE PROFILE, upload all required attachments, and ensure your documents are in MS Word, RTF, or PDF format, with a maximum file size of 1MB.