Market Risk Analyst — Derivatives & Valuation

Absa Group; Sandton; On-site; ZAR 600 000 - 800 000; Full time

Job summary

A prominent financial institution is seeking a Market Risk Analyst to manage traded market risk, ensure compliance with established frameworks, and report on market exposures. The ideal candidate will have 3-5 years in market risk or quantitative analysis, with strengths in derivative valuation and economic monitoring. Strong product knowledge and the ability to communicate risk insights effectively are essential. This position offers the chance to contribute to significant financial growth and innovation within a dynamic environment.

Qualifications

• 3-5 years of experience in market risk, valuations, or quantitative analyst role.
• Good product and quantitative knowledge.
• Proven IT understanding required.

Responsibilities

• Manage overall traded market risk in compliance with frameworks.
• Identify and report market and valuation risks.
• Perform risk monitoring and analysis.
• Develop and implement risk methodologies.

Skills

Market Risk measurement

Derivative Valuation

Independent Price Verification

Fair Value Adjustments

Yield Curve Analysis/Construction

Model Validation

Strong communication skills

Data analysis

Education

Bachelor’s Degrees in Business, Commerce, or Management Studies

Tools

Risk management software

Excel

Job description

A prominent financial institution is seeking a Market Risk Analyst to manage traded market risk, ensure compliance with established frameworks, and report on market exposures. The ideal candidate will have 3-5 years in market risk or quantitative analysis, with strengths in derivative valuation and economic monitoring. Strong product knowledge and the ability to communicate risk insights effectively are essential. This position offers the chance to contribute to significant financial growth and innovation within a dynamic environment.