Market Risk Analyst

Network Finance; Centurion; On-site; ZAR 600,000 - 900,000; Full time

Job summary

Network Finance is seeking a Market Risk Analyst to monitor and manage market risk across diverse portfolios. The role involves VaR calculations, stress testing, and reporting to senior management, with a strong emphasis on model development and regulatory compliance.

You will collaborate with treasury, investment, finance and risk teams to enhance risk frameworks and reporting processes, leveraging advanced Excel, SQL and Python tools in a fast-paced financial environment.

Qualifications

• Bachelor's degree in a quantitative field (Finance, Math, Stats, Economics, Actuarial, Financial Engineering)
• 3–5 years' experience in Market Risk or related area
• Strong understanding of financial markets, fixed income, FX, derivatives, and risk management
• Experience with VaR, stress testing, and market risk analytics

Responsibilities

• Monitor and analyse market risk exposures across investment portfolios.
• Measure and report on interest rate, FX, equity and other market risks.
• Perform VaR, stress testing, and scenario analysis.
• Develop and maintain market risk models and methodologies.
• Analyse market trends and assess impact on risk profile.
• Prepare risk reports for senior management.
• Ensure compliance with internal risk policies and regulatory requirements.
• Collaborate with treasury, investment, finance and risk teams to support risk management.

Skills

Advanced Excel

SQL

Python

Analytical thinking

Communication skills

Education

Bachelor's degree in Finance/Math/Statistics/Economics/Financial Engineering

Tools

Bloomberg

Murex

SAS

Power BI

Job description

We are looking for a Market Risk Analyst to join a highly respected financial institution where you will play a key role in monitoring, analysing, and managing market risk across a diverse investment portfolio.

Key Responsibilities:

• Monitor and analyse market risk exposures across investment portfolios.
• Measure and report on interest rate, foreign exchange, equity, and other market risks.
• Perform Value at Risk (VaR), stress testing, and scenario analysis.
• Develop and maintain market risk models and methodologies.
• Analyse market trends and assess their impact on the organisation's risk profile.
• Prepare accurate and insightful risk reports for senior management.
• Ensure compliance with internal risk policies and regulatory requirements.
• Collaborate with treasury, investment, finance, and risk teams to support sound risk management practices.
• Identify opportunities to improve market risk frameworks, processes, and reporting.

Minimum Requirements:

• Bachelor's Degree in Finance, Mathematics, Statistics, Economics, Actuarial Science, Financial Engineering, or a related quantitative field.
• 3–5 years' experience in Market Risk, Treasury Risk, Investment Risk, or a similar environment.
• Strong understanding of financial markets, fixed income, foreign exchange, derivatives, and risk management principles.
• Experience with Value at Risk (VaR), stress testing, and market risk analytics.
• Advanced Excel skills with proficiency in SQL and Python (or similar analytical tools).
• Strong analytical, problem-solving, and communication skills.

Advantageous:

• FRM, CFA, PRM, or related professional qualification.
• Experience within banking, investment management, or financial services.
• Exposure to Bloomberg, Murex, SAS, Power BI, or other market risk systems.

What We're Looking For:

• Strong quantitative and analytical thinking.
• Excellent attention to detail.
• Ability to work under pressure and meet deadlines.
• A proactive mindset with strong stakeholder engagement skills.
• Passion for financial markets and continuous improvement.