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Quantitative Risk Analyst

Employer
Sanlam LTD
Location
Sandton Sandton, Gauteng North Johannesburg, South Africa
Salary
Competitive
Closing date
Apr 29, 2024

View more

Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Personal Attributes

Manages complexity - Contributing independently

Drives results - Contributing independently

Customer focus - Contributing independently

Cultivates innovation - Contributing independently

Who are we?

Sanlam Financial Markets ("SFM") is the business unit in Sanlam Group that is responsible for managing

shareholder credit, market, and liquidity risks, developing balance-sheet enabled products, and developing

solutions to optimize Sanlam's balance sheet(s) to generate shareholder value. SFM works closely with the

Balance Sheet Management function of Sanlam to assist the Balance Sheet Management Function in its

pursuit of optimising returns on the Sanlam balance sheet.

The role may be based at Sandton Alice Lane or Head Office Tygervalley.

What will you do?
  • Report and monitor daily risk across a combination of business units. This includes but is not limited to:

  • Market Risk
  • Credit Risk
  • Liquidity Risk
  • Funding Risk
  • Follow up on limit breaches and obtain explanations from the front office teams.
  • Error and exception monitoring and follow-up.
  • Assist with the production of management reports (fortnightly, monthly, and quarterly).
  • Assist with quantitative modelling / projects etc

Build valuation and sensitivity models from first principles

Qualification and Experience
  • BSc or BSc (Hons) in Mathematical / Statistical / Financial Maths / Financial Risk Management (FRM) / Business Mathematics / Quantitative Risk Management (QRM) / M Phil, or a similar qualification. This needs to include subjects which are technical / mathematical as well as its application to financial markets and concepts.
  • Python coding skills and Murex knowledge will be advantageous.

2 - 4 years' experience in a similar role

Knowledge and Skills

Liquidity risk assessment programme

Business processes

Reporting and administration

Liquidity risk management

Quality, compliance, and accreditation

Build a successful career with us

We're all about building strong, lasting relationships with our employees. We know that you have hopes for your future - your career, your personal development and of achieving great things. We pride ourselves in helping our employees to realise their worth. Through its five business clusters - Sanlam Fintech, Sanlam Life and Savings, Sanlam Investment Group, Sanlam Allianz, Santam, as well as MiWay and the Group Office - the group provides many opportunities for growth and development.

Core Competencies

Being resilient - Contributing through others

Collaborates - Contributing through others

Cultivates innovation - Contributing through others

Customer focus - Contributing through others

Drives results - Contributing through others

Turnaround time

The shortlisting process will only start once the application due date has been reached. The time taken to complete this process will depend on how far you progress and the availability of managers.ÃÂ

Our commitment to transformation

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