Market Risk Analyst

Primary Purpose

The Market Risk Analyst is responsible for identifying, measuring, monitoring, and reporting on market risks, including interest rate risk in the banking book (IRRBB) and foreign exchange (FX) risk. The role also involves performing Treasury Middle Office duties, ensuring accurate valuation, limit monitoring, and control of treasury positions. The incumbent supports the development and maintenance of risk measurement models, ensures compliance with regulatory and internal risk frameworks, and provides analytical insights to inform risk management decisions. This role plays a critical part in safeguarding the institution’s financial stability by ensuring that market and treasury risks are effectively understood, measured, and managed.

Technical Requirements

• Sound understanding of risk, control / mitigation and related concepts, together with the interrelationships between these aspects;
• Advanced Microsoft Excel and data analysis skills including VBA;
• Strong understanding of risk governance, limits, and control frameworks;
• Written and verbal communication skills;
• Regulatory frameworks (Basel Knowledge);
• Understanding of risk governance, limits, and control frameworks

Minimum Requirements

Minimum Experience

Duties And Responsibilities

Financial Management

Customer Centricity

Operational Excellence

This position is advertised in line with our commitment to Employment Equity.

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