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Finance - Manufacturing Finance Jobs

Analyst

Job Information
LocationRecruitment Agency / Vacancy in South Africa, Gauteng
SalaryMarket related
Job TypePermanent
EducationBCom + CFA
Experience3-5 years in financial markets with emphasis on risk managment.
Reference171014FSTFIN01
Emailfinance.jobs(at)hireresolve.co.za
Fax0865728877

Job Description

Contract Analyst position available at a Large Supplier based in Lyndhurst

Job description:

• Design effective process and procedures for the validation of market risk, counterparty credit risk, operational risk and ALM models

• Valuation of complex financial instruments, including interest rate and currency derivatives

• Portfolio performance reporting and financial modelling

• Give input to the development and improvement of the bank's model validation policy

• Ensure that an effective process is in place to validate derivative pricing models

• Validate market risk measurement models including the stress-testing of these models

• Validate counterparty credit risk models including the stress-testing of these models

• Validate ALM models

• Validate operational risk models

• Design models and benchmarks to enhance the model validation process

• Liaise with model developers from business cluster labs in order to ensure an effective model validation process

• Ensure that the market risk, counterparty credit risk, and operational risk models conform to regulatory (i.e. Basel and BIS framework) requirements.

• Assist in implementing Banks interest rate, inflation, and foreign exchange management policies.

• Support the implementation of relevant balance sheet management strategies or transactions

• Assist in Fund Transfer Pricing (FTP)

• Identify, elaborate and test new management information system

• Confirm adequate cash-flow modelling of assets and liabilities as used for net-interest income and balance sheet forecasting.

• Perform model and data validation.

• Time spent on activities will be 80% operational and 20% strategic.

Candidate needs:

• A minimum of 3-5 years’ experience in the financial markets with a strong emphasis in capital market risk management;

• Extensive knowledge of capital markets international best practice is essential for this position. This should be coupled with a good understanding of how new structures and restructuring of debt impacts on the Bank’s future position and asset/liability match. In addition, the candidate should possess sound understanding of risk quantification and reporting.

• Post-graduate Degree in a quantitative discipline and/or professional qualification (CFA, or FRM) will be an advantage.

• Financial modelling skills, with advanced Excel, Crystal Reports, MS Access

• Good knowledge of programming skills.

• Sound financial markets and instruments knowledge is essential.

• Advanced proficiency with Microsoft Office (MS Word, MS Excel, MS PowerPoint)

Qualification: BCom + CFA + 3-5 years’ experience in financial markets with an emphasis on risk management.

Should you meet the requirements for this position, please email your CV to finance.jobs@hireresolve.co.za or fax to 086 572 8877. You can also contact Sascha on 031 350 4405.

Correspondence will only be conducted with short listed candidates. Should you not hear from us within 3 days, please consider your application unsuccessful.

Hire Resolve offers a R1000 for any candidate that is referred and placed through Hire Resolve. Hire Resolve also offers a R1000 job spec fee for any referral that results in a placement through Hire Resolve. If your company is looking for any IT, Finance or Engineering staff, please email us at jobspec@hireresolve.co.za with the company name, a contact person and contact email or number of the person doing the hiring. We will keep the referral strictly confidential”



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