Equity Market Risk Manager (AAR 45263)

In order to qualify for this position, you must have the following attributes:

Highly numerate post graduate degree, Strong knowledge of financial instruments used in capital markets in particular equity market (exotic equity derivatives) and valuation techniques for computation of P&L and risk, Strong appreciation of VaR and Risk methodology, Good programming skills (Excel - VBA), Self-motivator, hands-on, able to take decisions, Team player.

Market Risk Management is a global function with a diverse bank-wide mandate from risk engineering to market pricing. You will be responsible for performing a variety of quantitative and qualitative analysis, aid with the improvement of internal risk systems and models, and produce reports as required.

The Equity businesses are traded on various risk platforms and will require the successful candidate to assist in the new product approval process, monitor and analyse the new product proposals as well as perform VaR analysis, Stress Testing, market risk reporting, market pricing and validation amongst others.