Quantitative Risk Analyst - Sandton, South Africa - Sanlam

    Sanlam
    Sanlam Sandton, South Africa

    3 weeks ago

    Sanlam background
    Description

    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 othersCollaborates - Contributing through othersCultivates innovation - Contributing through othersCustomer focus - Contributing through othersDrives 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.