Market and Quantitative Risk Manager
Old Mutual
Lets Write Africa's Story Together!
Old Mutual is a firm believer in the African opportunity and our diverse talent reflects this.
Job Description
na
To provide second line of defence for capital and earnings against market risk and liquidity risk, supplementing efforts by Treasury. This involves independent measurement, monitoring and reporting of market and quantitative risks through validating effectiveness and adherence to risk policies, processes, limits and other internal controls by line management.Monitoring the asset and liability position (structural position) of the Institution and providing advisory role to the Institution’s Treasurer on the best possible strategies to consider given market trends.Reviewing the analysis of market and liquidity risks inherent in the society’s portfolio and performance of actual risk indicators against the Institution’s benchmarks.Reviewing reports covering the control environment and audit issues for adherence to policies and procedures by both treasury front and back offices and reporting on incidents of deviation there from.Reviewing stress tests on the institution’s capital (Economic Capital and Capital Adequacy Ratio) and earnings for operational, interest rate, foreign exchange and liquidity risks.Recommending policies and procedures for identification, measurement and management of market and liquidity risks within Central Africa Building Society [‘Society’ or ‘Institution’] in conjunction with the Head of Risk.Review, monitor, and prepare independent market risk monitoring reports to the Asset / Liability Management Committee, Board Risk and Compliance Committee and various other committees and other stakeholders across the Old Mutual Group.Ensuring that regulatory reports are reviewed and submitted timeously in line with regulatory guidelines.Key Result Areas:
Monitoring the control environment and audit issues under market risk.Monitoring implementation of the market risk policies and processes.Review and preparation of market risk reports to senior management and the Regulator.Development and validation of risk models (pending finalisation of the Modelling Unit).Advisory and mitigation of current and emerging risks.Supervising the Market Risk Management Team.Skills
Adaptive Thinking, Collaboration, Commercial Acumen, Data Compilation, Evaluating Information, Executing Plans, Innovation, Leadership, Market Analysis, Media Management, Oral Communications, Professional Presentation, Strategic InfluenceCompetencies
Action OrientedBuilds Effective TeamsBusiness InsightCommunicates EffectivelyCultivates InnovationDrives ResultsEnsures AccountabilityManages ComplexityEducation
Bachelor of Economics (BEcon): Business Studies, Bachelor Of Finance: Business Finance And Economics, BSc Mathematics Sciences: Actuarial Science, Masters of Business Administration (MBA): Marketing, EconomicsClosing Date
29 July 2025 , 23:59The Old Mutual Story!
Por favor confirme su dirección de correo electrónico: Send Email