|Location||Recruitment Agency / Vacancy in South Africa. Johannesburg|
|Salary||R900k – R700k|
|Education||Post Grad in a quantitative or financial discipline|
Hire Resolve is searching for a Model Risk Manager within the Trading Book Risk Portfolio to join one of our clients based in Johannesburg. The successful candidate will hold in-depth understanding of Complex treasury products , derivatives, financial markets behaviour, market characteristics of products including a variety of underlying asset classes; an understanding of markets including liquidity, balance sheet management, market volatility, across a broad range of financial instruments as well as across different books, prior experience in Global and or regional Market risk team , ICG risk team , other risk management roles and or Trading role will be an advantage. This candidate will be responsible for implementing a consistent model governance process for market risk, accrual risk and liquidity risk (in accordance with the policies) across FICC business RT business mainly but covering all businesses in the country; work loosely with different Local and Global teams i.e. Local Boards, Alco’s, regulators, Risk Architecture etc.; risk assessment to calibrate results of risk analysis to identical standards as those specified for other risk measures, e.g., stress testing (global systemic and business specific), integrated VaR and Stress Testing, and risk capital, for all models used by the ICG’s Global Markets team globally. INCLUDE A SHORT PARAGRAPH MOTIVATING YOUR APPLICATION FOR THIS POSITION.
Suitable candidates can forward their comprehensive CV to email@example.com or fax to 086 572 8877. You can also contact Monique on 021 551 8638.
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 firstname.lastname@example.org 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.
or email us: finance.jobs(at)hireresolve.co.za