Market Risk Analyst

at Sanlam
Location Sandton, South Africa
Date Posted Sep 10, 2019
Category Market & Customer Research Jobs
Job Type Full-time

Description

Sanlam Specialised Finance is housed in the Sanlam Investments Group Cluster and is a combination of Sanlam Capital Markets, Sanlam Structured Solutions and Sanlam Portfolio Management. This combination ensures that the businesses responsible for managing different aspects of the Sanlam balance sheet are housed together. Sanlam Specialised Finance works closely with the Balance Sheet Management function of Sanlam to assist the Balance Sheet Management Function in its pursuit of optimising the Sanlam balance sheet. The new structure is also expected to enhance risk management within Sanlam. Sanlam Specialised Finance business has two components; the first is an on-balance sheet financing business (similar to those found in the large South African investment banks) and the second is the Sanlam Portfolio Management team. The Sanlam Portfolio Management  team negotiates and maintains relevant mandates with Sanlam, and will determine an appropriate asset allocation for the Sanlam assets. This will include allocations to businesses within Sanlam Investments.

What will you do?

Responsible for ascertaining the liquidity risk in an investment bank. May be responsible for development and coordination of liquidity risk management programmes. Ensures that risk management programmes are designed to identify liquidity risk exposures. Through the proper implementation of liquidity risk assessment programmes provides management with accurate risk information for effective decision-making on internal controls. Collect risk information and draft reports to management on losses and risk exposures.

What will make you successful in this role?
  • Report and monitor daily risk across a combination of business units. This includes market, liquidity, etc. risk.
  • Following up on limit breaches and obtaining explanations from the front office teams.
  • Error and exception monitoring and follow-up.
  • Assist with the production of management reports (fortnightly, monthly, and quarterly).
  • Handle ad-hoc requests, including:
      • risk related queries;
      • data collation from different data sources (E.g. Bloomberg, Murex, etc.); and
      • assistance with providing business information, etc.
Qualification and Experience
Appropriate financial degree with 4 to 6 years related experience
Knowledge and Skills
Liquidity risk management
Liquidity risk assessment programmes
Business Processes
Reporting and Administration
Quality, Compliance and Accreditation
Personal Attributes
Organisational savvy - Stage 3
Manages complexity - Stage 3
Business insight - Stage 3
Plans and aligns - Stage 3
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 business clusters – Sanlam Personal Finance, Sanlam Emerging Markets, Sanlam Investments, Sanlam Corporate, Santam, Miway, as well as the Group Office – the group provides many opportunities for growth and development.

Core Competencies
Being resilient - Stage 3
Collaborates - Stage 3
Cultivates innovation - Stage 3
Customer focus - Stage 3
Drives results - Stage 3
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.

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