Market Risk Analyst: VaR, Stress Testing & Analytics

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

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.