Portfolio Market Risk Manager

  • Initiate International
  • Cape Town, South Africa
  • Mar 31, 2020
Full time Finance Jobs Forex Jobs Management Jobs Risk Jobs Trader Jobs

Job Description

We have an exciting job opportunity for a Portfolio Market Risk Manager in Cape Town to join a company that provides risk management of Trading Book positions across Interest Rate, FX, Credit Spread and Inflation risks in Commercial Banking Risk. Their culture is fully aligned with the Groups values, where they offer an inclusive and supportive environment as they strive to enable all their colleagues to maximize their potential. They also have a reputation for successfully promoting and growing talent. Does this seem like the perfect team for you? Keep reading!

Your key job responsibilities as the Portfolio Market Risk Manager in Cape Town will include:

  • Coordinate across teams and engage with the various stakeholders to source required information for projects
  • Assist with the analysis and setting of Risk appetite
  • Support the development of the Risk Management Framework, Governance, Policy and Culture
  • Contribute to the market risk response to market crisis situations
  • Represent company in a number of forums and addressing any actions
  • Assist with responding to ad-hoc queries / requests for deep dive information from Senior management
  • Develop and automate existing and new MI
  • Co-ordinate MI to various business / risk committees

Requirements for this Portfolio Market Risk Manager job in Cape Town:

  • A higher qualification in a quantitative discipline such as Mathematics, Finance etc, or equivalent professional qualifications
  • Some product / risk knowledge across a particular asset class
  • Extensive knowledge of Market Risk Regulatory environment (e.g. FRTB, Volcker
  • Rule and regulatory stress testing)
  • Strong skills in stakeholder management
  • Excellent written / oral communications skills – in particular, an ability to communicate technical ideas to a diverse audience, Presentation/Facilitation
  • Experience with Change Management initiatives, Strong IT skills (Excel, PowerPoint)