Quants Risk Analyst

Hire Resolve

Centurion, Gauteng
R600,000 per year
Permanent
Full-time

1 month ago

Job SummaryAn insurance company that has a particular interest in emerging markets in Africa is looking for a Quants Risk Analyst based in Centurion, Gauteng.The purpose of this role is to assist the Head of Risk in developing and maintaining an effective risk management framework for the Company that includes Enterprise Risk Management, Model development and validations, and investment portfolio risk assessment and reporting, coordinate the ORSA process and reporting process.Key Responsibilities:

Responsible for data collection for ERM purposes
Responsible for identification, development, and maintenance of key risk indicators
Contribute to the development of an appropriate risk monitoring program for the Company's investment portfolio activities.
Responsible for executing the risk monitoring program for the Company's investment portfolio activities.
Contribute towards the analysis of stress test results and formulation of recommendations to Executive Management and the Board
Responsible for the design and maintenance of effective processes and procedures for the validation of the ALM, Premium Pricing, Reserving Model and Economic Capital model.
Develop a model to independently establish a forward-looking assessment of the risk profile and financial position of the Corporation, including the conducting of regular stress testing and scenario analyses as defined in GOI 3.1 (Own Risk and Solvency Assessment (ORSA) for Insurers), against the risk appetite and risk limits of the Corporation.

Requirements:

Honours degree in Economics, Actuarial Science, Statistics, Finance,
Engineering or Mathematics is a requirement.
At least 5 years' experience in market risk, stress testing, PD and LGD credit models, loss forecasting and economic capital.
Experience in regulatory capital, economic capital, and capital adequacy assessment.
Familiarity with ORSA and/or ICAAP
Relevant independent research project or thesis is beneficial.
Completion of or progression in FRM, CFA or Actuary is beneficial.

Salary: R600 000 p/aIf you meet the above requirements and want to make a career-changing move, apply today by emailing your CV toAlternatively, you can visit our website to find your next opportunity - www.hireresolve.za.com or you can also contact Lindy, Shannon, or Michaela on 021 551 86 36Hire ResolveIT/ComputerRecruiterAboutSpecialists in Civil, Structural, Mechanical Engineering, Information Technology, Mining, Manufacturing and Finance Careers! Hire Resolve is one of the larger and more agile South African recruitment companies that focus on placing professionals and skilled people in permanent employment and contract employment. We prefer and focus on working with top quality professionals and candidates in South Africa and Africa. Hire Resolve has successfully placed Engineering, Mining, IT, Manufacturing and Finance professionals with top firms across the Western Cape, Eastern Cape, KwaZulu Natal, Gauteng and in Africa. Hire Resolve has assisted candidates to find jobs at over 100 JSE listed companies of which many are global companies with offices and operations in South Africa and Africa. It is for this reason that we are well respected in the industries we operate in and in the recruitment industry.

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