Market Risk Analyst (Insurance, financial market infrastructure, and cross - sectoral

South African Reserve Bank

The successful candidate will be responsible for the following key performance areas:

Understand institutions’ strategies and business models in the relevant environments to which the risk types mentioned above relate.
Monitor the relevant industry’s exposure to the risk types.
Monitor industry compliance with the regulations governing these risk types.
Benchmark institutions’ risk management practices with respect to best practice.
Provide specialist input with regards to the risk types to front-line supervision and policy development.
Develop analytical methods to analyse and interpret risk-based regulatory data submissions.
Participate in capital/own fund requirement adequacy assessments.
Contribute to risk-based meetings with representatives of institutions and their auditors.
Conduct thematic reviews pertaining to the risk types.
Develop and maintain regulations and instructions governing the statutory requirements for the risk types.
Develop internal policies and processes for supervising the risk types.
Participate in international and domestic forums related to the establishment of regulations pertaining to the risk types.
Ensure widespread cognisance and understanding throughout the PA of the concepts and developments in the field of the risk types.