*Reference: NFP010419-AC-1*

A major insurer has a senior market risk opportunity in their specialised investment house. The role itself is new, which gives you the opportunity to build up the function and the processes that will be followed before putting a team together that would report into you.
*Job & Company Description:*
The role will be responsible for reporting and monitoring on market risk, liquidity risk, and funding risk. You will also be supervising and assisting in the development of financial models and the management of a range of financial instruments, including: equity derivatives, interest rate derivatives, bespoke equity, and structured products. You will have the opportunity to collaborate with other business units and engage with various stakeholders on risk strategy and process improvements.
*Education:*

* Minimum of an Honours Degree in a quantitative field. Ie; Mathematics, Statistics, Actuarial Science, Quantitative Risk Management.
* Preference will be given to candidates with Masters qualifications in the above mentioned fields.
* Certifications in Financial Risk Management (FRM) or Chartered Financial Analyst (CFA) is highly advantageous.
*Job Experience & Skills Required:*

* Minimum of 6 years of relevant experience.
* Experience in derivative pricing, equity and currency derivatives, and risk management for interest rates non-negotiable.
* Work experience in asset-liability management or long dated interest rate risk management required.
* Technically skilled in VBA, Excel, and Python.

*Apply now! *

For more Actuarial or Quantitative Analyst jobs, please visit [www.networkrecruitment.co.za](http://www.networkrecruitment.co.za) or connect with me on LinkedIn at [www.linkedin.com/in/aniqah-cloete](http://www.linkedin.com/in/aniqah-cloete)
Reach out to me directly if you are passively looking in one of our niche areas to hear more about roles that we are not advertising:

*Prudential Risk*
• Balance Sheet Management & Optimisation
• Capital Management: Regulatory & Economic Capital
• ALM & Interest Rate Risk
• Liquidity Risk (LCR and NSFR)
• Market Risk

*Quantitative Risk*
• Retail & Wholesale Credit Risk
• Model Development (PD, LGD, EAD)
• IFRS 9 implementations
• Model Validation & Model Risk
• Pricing & Profitability
• Economic Capital Modelling
• Credit Risk Acquisitions & Collections
• Decision Analytics

*Actuarial*
• Pricing & Product Development
• Valuations
• SAM / Solvency II
• Technical Marketing
• Underwriting

If you have not had any response in two weeks, please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.

For more information contact:
Aniqah Cloete
Recruitment Specialist: Actuarial and Analytics
[+27 87 378 8994](tel:+27873788994)
[acloete@networkfinance.co.za](mailto:acloete@networkfinance.co.za)

R 1200000 - 1300000 Annually