Financial Engineer/Risk Analyst
RPO Recruitment
- Johannesburg, Gauteng
- Permanent
- Full-time
- Undertake high level financial validation and modelling of client portfolios, across the whole spectrum of Financial Instruments (e.g. options, swaps, forwards etc.)
- Provide consultancy advice on the implementation of Risk Management and Trading Software
- Act as a point of reference for Financial Engineering matters including derivative pricing models and risk management measures like VaR etc.
- Be involved in reviews of valuation and risk methodologies (e.g. curve generation, VAR methodologies, risk measures) Document and investigate business and quantitative specifications for new bespoke software solutions
- Provide support to clients on existing software solutions
- Market, credit and liquidity risk consulting including: Implementation/ valuation of new financial products Projects related to regulatory requirements Business analysis
- Evaluation and functional implementation for off the shelf Risk Management software.
- Assessment of business requirements and quantitative analysis for new bespoke software development at clients in the risk management (market and credit risk and compliance) and derivative pricing area.
- Day to day reporting and investigation if required by the client engagement
- Financial risk management or Actuarial science degree, for instance BSc BMI Hons degree (North-West University), B.Com. (Actuarial Science), Honours in Maths of Finance (Wits), FRM
- Honours degree in analytical subjects (maths, physics, engineering or IT), for instance Hon. B.Sc. Maths, Stats
- Preferably at least 1-2 years’ experience in Market Risk, Credit Risk, treasury or associated areas
- Very strong problem solving skills
- Strong interpersonal skills. Adept at presenting ideas and reports in a concise manner
- Independent worker
- Good communicator. Good command of English, both verbal and written
- Experience on market risk management software like RiskWatch (Algorithmics) or Front Office systems like Front Arena or Murex.
- Python coding knowledge
- SQL and database knowledge
- Investment Banking
- Retail or Treasury Credit Risk
- Market Risk
- Liquidity Risk
- Treasury
- Financial Consulting Firm
- IT areas supporting risk management departments in an investment bank
- Market related salary
- Apply for this role today, contact Keegan Wolhuter at RPO Recruitment or on LinkedIn
- You can also visit the RPO Recruitment website: