140 Market Risk jobs in South Africa

Are you a financial expert with a deep understanding of market risks, particularly in the areas of counter-party credit and derivative pricing? If you're passionate about analysing complex financial instruments and ensuring the stability of financial systems, we have an exciting opportunity for you!

Key Responsibilities:
As a Market Risk Specialist specialising in counter-party credit and derivative pricing, you will play a pivotal role in our organisation's risk management strategy.

Your responsibilities will include:

• Counter-party Credit Risk Analysis: Assessing and managing the counter-party credit risk exposure of our organisation, including evaluating the creditworthiness of counter-parties and mitigating potential risks.
• Derivative Pricing: Utilising your expertise to accurately price and value complex derivatives, ensuring that our portfolio remains competitive and compliant with regulatory standards.
• Risk Modeling: Developing and enhancing risk models to quantify and forecast market risk, helping us make informed decisions regarding our financial strategies.
• Portfolio Analysis: Conducting comprehensive analysis of our financial portfolios to identify potential risks and opportunities, and providing recommendations for optimising risk-return profiles.
• Regulatory Compliance: Ensuring that our risk management practices align with industry regulations and standards, and participating in audits and compliance reporting.
• Communication: Collaborating with cross-functional teams, including traders, quantitative analysts, and senior management, to convey risk assessments and insights effectively.

Qualifications:

• Bachelor's or Master's degree in Finance, Economics, or a related field.
• 4+ years extensive experience in market risk management, with a focus on counter-party credit and derivative pricing.
• Proficiency in quantitative analysis.
• Strong understanding of financial markets, derivatives, and risk management concepts.
• Knowledge of regulatory frameworks related to market risks.
• Excellent communication and presentation skills.
• Ability to work in a dynamic and fast-paced environment.

Why Join Us:
By joining our team as a Market Risk Specialist, you will have the opportunity to work on cutting-edge financial strategies and contribute to the success and stability of our organisation. We offer a collaborative and inclusive work environment, competitive compensation, and opportunities for professional growth.
If you're ready to take your market risk expertise to the next level and make a meaningful impact, we invite you to apply for this exciting role. Join us in shaping the future of financial risk management!

Annually

• Leadership and operational oversight of market and counter-party credit risk supervision across key financial sectors
• Development and refinement of regulatory frameworks, supervisory tools, and fit-for-purpose risk models
• Deep technical collaboration with supervisory teams, policy units, and external stakeholders
• Strategic involvement in cross-sectoral market initiatives, including margin requirements , financial derivatives , and investment risk analysis
• Mentoring and growing a high-performance team of market risk specialists

• A Post-graduate Degree in Finance, Economics, Financial Engineering, Mathematics, Insurance , or a related field (NQF Level 8+)
• 810 years of experience in financial services or financial regulation , with a strong focus on market risk, investment risk, or counter-party credit risk
• At least 2 years of experience managing or leading technical teams
• In-depth knowledge of insurance and FMI regulation , derivative instruments, financial risk modelling, and supervisory frameworks (e.g., SAM, IOSCO, IAIS, and FMA)
• Robust analytical, communication, and leadership capabilities

• FRM, CFA, CQF or MBA
• Experience with model validation, market risk analytics , and quantitative supervision tools
• Proven track record in regulatory innovation and managing complex stakeholder environments

• Leadership and operational oversight of market and counter-party credit risk supervision across key financial sectors
• Development and refinement of regulatory frameworks, supervisory tools, and fit-for-purpose risk models
• Deep technical collaboration with supervisory teams, policy units, and external stakeholders
• Strategic involvement in cross-sectoral market initiatives, including margin requirements , financial derivatives , and investment risk analysis
• Mentoring and growing a high-performance team of market risk specialists

• A Post-graduate Degree in Finance, Economics, Financial Engineering, Mathematics, Insurance , or a related field (NQF Level 8+)
• 810 years of experience in financial services or financial regulation , with a strong focus on market risk, investment risk, or counter-party credit risk
• At least 2 years of experience managing or leading technical teams
• In-depth knowledge of insurance and FMI regulation , derivative instruments, financial risk modelling, and supervisory frameworks (e.g., SAM, IOSCO, IAIS, and FMA)
• Robust analytical, communication, and leadership capabilities

• FRM, CFA, CQF or MBA
• Experience with model validation, market risk analytics , and quantitative supervision tools
• Proven track record in regulatory innovation and managing complex stakeholder environments

• Leadership and operational oversight of market and counter-party credit risk supervision across key financial sectors
• Development and refinement of regulatory frameworks, supervisory tools, and fit-for-purpose risk models
• Deep technical collaboration with supervisory teams, policy units, and external stakeholders
• Strategic involvement in cross-sectoral market initiatives, including margin requirements , financial derivatives , and investment risk analysis
• Mentoring and growing a high-performance team of Market Risk Specialists

• A Post-graduate Degree in Finance, Economics, Financial Engineering, Mathematics, Insurance , or a related field (NQF Level 8+)
• 810 years of experience in financial services or financial regulation , with a strong focus on market risk, investment risk, or counter-party credit risk
• At least 2 years of experience managing or leading technical teams
• In-depth knowledge of insurance and FMI regulation , derivative instruments, financial risk modelling, and supervisory frameworks (e.g., SAM, IOSCO, IAIS, and FMA)
• Robust analytical, communication, and leadership capabilities

• A FRM, CFA, CQF or MBA
• Experience with model validation, market risk analytics , and quantitative supervision tools
• A proven track record in regulatory innovation and managing complex stakeholder environments

• Monitor and reconcile daily treasury transactions and exposure for completeness and accuracy.
• Provide real-time P&L support, analyze variances, and ensure prompt resolution.
• Review and understand treasury portfolios, identifying pricing anomalies and risk mismatches.
• Perform daily revaluations, update FX rates, and manage market data in trading systems.
• Collaborate with traders, operations, risk, and finance teams for seamless end-to-end processes.
• Assist with enhancing valuation models, pricing tools, and risk metrics.

• Bachelors Degree in Finance, Economics, Mathematics, Accounting, or a related field.
• Professional risk certification (ACI/CFA Level 1) is advantageous.
• Strong understanding of financial instruments, market risk, and pricing principles.
• Proficiency in Excel; and experience with Treasury systems and data tools is a plus.
• Minimum 2 years experience in treasury, middle office, risk, or financial control in a financial institution.

• Monitor and reconcile daily Treasury transactions and exposures.
• Provide real-time PnL support, including investigation and resolution of variances.
• Analyze trading strategies and market risk drivers to substantiate Treasury performance.
• Identify pricing anomalies and support valuation model enhancements.
• Collaborate with traders, operations, finance, and risk to streamline reporting processes.
• Produce daily and periodic risk and performance reports for senior stakeholders.
• Drive system improvements for pricing tools, data inputs, and Treasury platforms.

• A degree in Finance, Economics, Mathematics, Accounting, or a related field.
• Minimum 2 years' experience in Treasury, Market Risk, Middle Office, or Financial Control within a financial institution.
• Familiarity with financial instruments, market risk principles, and pricing models.
• Strong analytical and reconciliation skills with high attention to detail.
• Proficiency in Excel (Treasury system experience is a plus).
• ACI or CFA Level 1 certification is an added advantage

• Opportunity to be at the heart of Treasury operations.
• Strategic exposure to trading and investment portfolios.
• Be part of a team that values innovation, transparency, and cross-functional collaboration.
• Long-term career growth in a forward-thinking financial environment

Are you a financial expert with a deep understanding of market risks, particularly in the areas of counter-party credit and derivative pricing? If you're passionate about analysing complex financial instruments and ensuring the stability of financial systems, we have an exciting opportunity for you!

Key Responsibilities:

• Counter-party Credit Risk Analysis: Assessing and managing the counter-party credit risk exposure of our organisation, including evaluating the creditworthiness of counter-parties and mitigating potential risks.
• Derivative Pricing: Utilising your expertise to accurately price and value complex derivatives, ensuring that our portfolio remains competitive and compliant with regulatory standards.
• Risk Modeling: Developing and enhancing risk models to quantify and forecast market risk, helping us make informed decisions regarding our financial strategies.
• Portfolio Analysis: Conducting comprehensive analysis of our financial portfolios to identify potential risks and opportunities, and providing recommendations for optimising risk-return profiles.
• Regulatory Compliance: Ensuring that our risk management practices align with industry regulations and standards, and participating in audits and compliance reporting.
• Communication: Collaborating with cross-functional teams, including traders, quantitative analysts, and senior management, to convey risk assessments and insights effectively.

Qualifications:

• Bachelor's or Master's degree in Finance, Economics, or a related field.
• 4+ years extensive experience in market risk management, with a focus on counter-party credit and derivative pricing.
• Proficiency in quantitative analysis.
• Strong understanding of financial markets, derivatives, and risk management concepts.
• Knowledge of regulatory frameworks related to market risks.
• Excellent communication and presentation skills.
• Ability to work in a dynamic and fast-paced environment.

Why Join Us: By joining our team as a Market Risk Specialist, you will have the opportunity to work on cutting-edge financial strategies and contribute to the success and stability of our organisation. We offer a collaborative and inclusive work environment, competitive compensation, and opportunities for professional growth. If you're ready to take your market risk expertise to the next level and make a meaningful impact, we invite you to apply for this exciting role. Join us in shaping the future of financial risk management!

Annually

Senior Manager, Structured Solutions, Market Risk

Job Overview

Business Segment: Corporate & Investment Banking

Location: ZA, GP, Johannesburg, Baker Street 30

To provide leadership and subject matter expertise on the Structured Solutions desk, including complex and bespoke structured deals, X-Value Adjustment (XVA) relating to derivative contracts for risks not captured by vanilla systems, non-linear risk and other exotic derivatives covering all asset classes in order to identify, measure, manage and report market risk exposures and ensure alignment to the risk appetite of the organisation.

This includes performing detailed analysis on complex and large structured deals with XVA exposures to prepare and submit appropriate risk management proposals in collaboration with Market/Credit/Country Risk as part of the submission to Structured Transactions Committee (STC). Where relevant, engage with FO Structurers/Global Market Legal/Africa Regions Global Market Heads. Engage with quantitative teams to ensure that material economic risks are modelled and provide proposals on unobservable valuation inputs. Participate in the new business plan evaluation, new products implementation to identify market risk for the desk. Present results to relevant forums for approval.

Ensure a deep understanding of the markets in which Global Markets trades, including market correlations across all asset classes to identify, measure, manage and report market risk exposures on the Structured Solutions desk. Take a proactive role in assessing the risk/reward of Front Office (FO) positions and be able to challenge these where appropriate. This includes identifying gaps and leading specific projects and actions to enhance and improve the reporting of Market Risk metrics used to quantify risk with buy-in from relevant traders/head of desk where relevant to enable better more informed decision making. Monitor and control all Structured Solutions trading and banking operations to ensure that market risk consumed by the trading and banking operations is within the approved risk appetite and limit breaches are reported and escalated to the relevant audience whilst providing insights and proposed actions. Lead and manage a complex negotiation with traders on positions or as part of Market Risk review to ensure that risks taken are within the bank's risk appetite.

Actively contribute to the Fundamental Review of the Trading Book (FRTB) embedment phase and tracking to create a clear regulatory boundary between the trading and banking books and to ensure that regulatory market risk models deliver reliable capital outcomes for the desk and promote consistent implementation of the standards across jurisdictions.

Lead and drive the digitisation and automation journey for the Structured Solutions capability within Market Risk to achieve the objectives of the Standard Bank Group to reduce manual process activities and align to world best practices whilst ensuring alignment to BCBS239 principles.

Qualifications

Minimum Qualifications
Type of Qualification: Post Graduate Degree
Field of Study: BSc Honours Maths of Finance/MPhil; BSc/BBusci Actuarial Sciences; BSc/BCom Honours Mathematical Sciences, Quantitative Studies

Other Preferred Qualifications, Certifications or Professional Memberships: FRM, CFA or CQF

Experience Required
8-10 years of experience as a seasoned Market Risk professional with relevant work experience of the end-to-end Market Risk and Trading Market Risk value chain as a control function and measures. Experience in managing a non-linear book.
8-10 years of experience with deep specialist knowledge and experience of Global Markets Products and their valuations, including XVA relating to derivative contracts.
2-3 years of experience in people management.

Additional Information

• Documenting Facts
• Adopting Practical Approaches
• Following Procedures
• Interpreting Data
• Making Decisions
• Market Analysis
• Product Knowledge (Trading, Transacting)

Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any form of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or

Senior Manager, Structured Solutions, Market Risk

Job Overview

Business Segment: Corporate & Investment Banking

Location: ZA, GP, Johannesburg, Baker Street 30

To provide leadership and subject matter expertise on the Structured Solutions desk, including complex and bespoke structured deals, X-Value Adjustment (XVA) relating to derivative contracts for risks not captured by vanilla systems, non-linear risk and other exotic derivatives covering all asset classes in order to identify, measure, manage and report market risk exposures and ensure alignment to the risk appetite of the organisation.

This includes performing detailed analysis on complex and large structured deals with XVA exposures to prepare and submit appropriate risk management proposals in collaboration with Market/Credit/Country Risk as part of the submission to Structured Transactions Committee (STC). Where relevant, engage with FO Structurers/Global Market Legal/Africa Regions Global Market Heads. Engage with quantitative teams to ensure that material economic risks are modelled and provide proposals on unobservable valuation inputs. Participate in the new business plan evaluation, new products implementation to identify market risk for the desk. Present results to relevant forums for approval.

Ensure a deep understanding of the markets in which Global Markets trades, including market correlations across all asset classes to identify, measure, manage and report market risk exposures on the Structured Solutions desk. Take a proactive role in assessing the risk/reward of Front Office (FO) positions and be able to challenge these where appropriate. This includes identifying gaps and leading specific projects and actions to enhance and improve the reporting of Market Risk metrics used to quantify risk with buy-in from relevant traders/head of desk where relevant to enable better more informed decision making. Monitor and control all Structured Solutions trading and banking operations to ensure that market risk consumed by the trading and banking operations is within the approved risk appetite and limit breaches are reported and escalated to the relevant audience whilst providing insights and proposed actions. Lead and manage a complex negotiation with traders on positions or as part of Market Risk review to ensure that risks taken are within the bank's risk appetite.

Actively contribute to the Fundamental Review of the Trading Book (FRTB) embedment phase and tracking to create a clear regulatory boundary between the trading and banking books and to ensure that regulatory market risk models deliver reliable capital outcomes for the desk and promote consistent implementation of the standards across jurisdictions.

Lead and drive the digitisation and automation journey for the Structured Solutions capability within Market Risk to achieve the objectives of the Standard Bank Group to reduce manual process activities and align to world best practices whilst ensuring alignment to BCBS239 principles.

Qualifications

Minimum Qualifications
Type of Qualification: Post Graduate Degree
Field of Study: BSc Honours Maths of Finance/MPhil; BSc/BBusci Actuarial Sciences; BSc/BCom Honours Mathematical Sciences, Quantitative Studies

Other Preferred Qualifications, Certifications or Professional Memberships: FRM, CFA or CQF

Experience Required
8-10 years of experience as a seasoned Market Risk professional with relevant work experience of the end-to-end Market Risk and Trading Market Risk value chain as a control function and measures. Experience in managing a non-linear book.
8-10 years of experience with deep specialist knowledge and experience of Global Markets Products and their valuations, including XVA relating to derivative contracts.
2-3 years of experience in people management.

Additional Information

• Documenting Facts
• Adopting Practical Approaches
• Following Procedures
• Interpreting Data
• Making Decisions
• Market Analysis
• Product Knowledge (Trading, Transacting)

Please note: All our recruitment processes comply with the applicable local laws and regulations. We will never ask for money or any form of payment as part of our recruitment process. If you experience this, please contact our Fraud line on +27 800222050 or