Market & Quantitative Risk Manager – CABS


An opportunity has arisen in CABS, the largest mortgage lender and top-tier Bank in the country for a Market & Quantitative Risk Manager in our Risk Division.

Minimum Requirements…

  • A first degree in Quantitative Analysis (Mathematics, Statistics or Actuarial Science).
  • Postgraduate qualification in Finance, Treasury Management or Risk Management will be an added advantage.
  • At least 2 (two) years in market risk management and quantitative risk modelling and stress testing in a financial institution.
  • quantitative analytical skills, financial modelling skills, knowledge of BASEL II/III requirements, a must.


Job Specification…

  • Drafts market risk and liquidity risk policies.
  • Manages interest rate risk, foreign exchange risk and assets and liabilities.
  • Monitors implementation of policies and adherence to risk limits.
  • Develops risk models for economic capital modelling, loan pricing and value at risk measurement.
  • Conducts stress testing models for credit, market, liquidity and operational risk.
  • Validates off-the-shelf credit models.