Risk Analyst

To provide specialist knowledge in model development, model validation, quantitative research, portfolio optimisation and other ancillary function for the investment portfolios of the company.
JOB DESCRIPTION 

• Contribute to the development of advanced analytical models and methods for risk and portfolio optimisation analytics 
• Benchmark existing processes and integrate novel research into current analytical processes
• Produce written research related to global fixed income markets in particular, and financial markets in general
• Perform model risk assessment and model validation
• Provide input into the formulation and implementation of the strategic asset allocation, tactical asset allocation and risk budgeting processes.
• Generate appropriate analysis to ensure that the drivers of portfolio performance are understood.
• Ensure compliance with relevant policies.
• Maintain business relationships with experts within the financial markets industry.
• Manage ad hoc internal and external client queries, reporting and administrative matters.
• Stay abreast of all methodological developments relevant to the areas of work and discipline.
• Make convincing presentations to different teams and forums where relevant
• Support on-the-job training for junior analysts

• A post-graduate degree (NQF8) in Finance, Engineering, Investment Management, Risk Management, Econometrics or other related fields, with Mathematics, Statistics or Investments as majors; and
• Five to eight years’ experience relevant work experience in the investment management industry or other financial institution, with at least two years in investment portfolio management, financial risk management, model development, or various aspects of financial markets 

• Chartered Financial Analyst (CFA), Certificate in Investment Performance Measurement (CIPM), Professional Risk Management (PRM) or Financial Risk Manager (FRM) qualification
• Knowledge of Global Investment Performance Standards (GIPS®)
• Academic research capability; and
• Competent coding skills in R, Python or Matlab.

Desired Skills:

• problem-solving and analytical skills
• critical thinking
• listening skills