Market Risk Analyst: FX & IRRBB Risk & Analytics

Bidvest Bank; Johannesburg; On-site; ZAR 500 000 - 750 000; Full time

Job summary

A leading financial institution seeks a Market Risk Analyst based in Johannesburg to manage and report on market risks. The role involves monitoring interest rate and foreign exchange risks, ensuring accurate valuations, and supporting risk measurement models. Candidates should have a BCom degree and 2-3 years’ experience in market risk management. Strong Excel skills and risk governance knowledge are required. Join a dynamic team committed to financial stability and operational excellence.

Qualifications

• 2 - 3 years’ experience in market risk management and treasury middle office management in banking.
• Familiarity with regulatory frameworks (Basel Knowledge).

Responsibilities

• Monitor market risk capital and RWA efficiency.
• Control costs through automation and prioritization.
• Partner with Finance and Treasury to align P&L attribution with underlying market risk drivers.

Skills

Advanced Microsoft Excel

Data analysis skills including VBA

Written and verbal communication skills

Sound understanding of risk governance

Education

BCom financial management degree or equivalent

Job description

A leading financial institution seeks a Market Risk Analyst based in Johannesburg to manage and report on market risks. The role involves monitoring interest rate and foreign exchange risks, ensuring accurate valuations, and supporting risk measurement models. Candidates should have a BCom degree and 2-3 years’ experience in market risk management. Strong Excel skills and risk governance knowledge are required. Join a dynamic team committed to financial stability and operational excellence.