Senior Market Risk Analyst — IRRBB & FX Expert

absa; Sandton; On-site; ZAR 900,000 - 1,200,000; Full time

Job summary

Absa is seeking a Risk Oversight professional to lead and support the management of risk exposures within IRRBB and related areas. The role involves partnering with Treasury, Product, Finance and Group Risk to sustain risk controls and regulatory compliance.

Responsibilities include monitoring risk events, developing risk models, and ensuring timely governance and reporting across senior committees, while aligning with ABSA standards and risk appetite.

Qualifications

• Ensure activities comply with regulatory requirements and ABSA policies.
• Understand and manage risks and risk events relevant to the role.
• Provide risk oversight across IRRBB and related areas.

Responsibilities

• Own and support monthly product area risk forums with stakeholders.
• Assess and monitor risk factors including fair value, AFS market, FX risk.
• Collaborate with product teams to structure hedges within risk appetite.
• Perform front-to-back risk and control assessments monthly and quarterly.
• Engage in governance forums and internal MI preparation.
• Develop supplementary risk models for market risk measurement.
• Support IRRBB policy adherence and regulatory change initiatives.
• Deliver clear risk reporting and training across the area.

Skills

Risk management

Regulatory knowledge

Stakeholder management

Job description

Absa is seeking a Risk Oversight professional to lead and support the management of risk exposures within IRRBB and related areas. The role involves partnering with Treasury, Product, Finance and Group Risk to sustain risk controls and regulatory compliance.

Responsibilities include monitoring risk events, developing risk models, and ensuring timely governance and reporting across senior committees, while aligning with ABSA standards and risk appetite.