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.
- 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.
- 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.