Risk Analyst - FMD

South African Reserve Bank

The successful candidate will be responsible for, but not limited to, the following key performance areas:

Contribute to the development of advanced analytical models and methods for risk and portfolio optimisation analytics
Benchmark existing processes and integrate novel research into current analytical processes
Produce written research related to global fixed income markets in particular, and financial markets in general
Perform model risk assessment and model validation
Provide input into the formulation and implementation of the strategic asset allocation, tactical asset allocation and risk budgeting processes.
Generate appropriate analysis to ensure that the drivers of portfolio performance are understood.
Ensure compliance with relevant policies.
Maintain business relationships with experts within the financial markets industry.
Manage ad hoc internal and external client queries, reporting and administrative matters.
Stay abreast of all methodological developments relevant to the areas of work and discipline.
Make convincing presentations to different teams and forums where relevant
Support on-the-job training for junior analysts