Pinelands, South Africa
1 day ago
Senior Quantitative Risk Analyst

Let's Write Africa's Story Together!

Old Mutual is a firm believer in the African opportunity and our diverse talent reflects this.

Job Description

As a Senior Quantitative Risk Analyst, you will play a critical role in executing OMIG’s Solvency Assessment and Management (SAM) framework and managing all regulatory reporting and asset shock analysis. You’ll support the investment risk and performance team by delivering key stress testing and scenario analysis insights that guide investment decisions and enhance our understanding of risk.

Your work will be central to helping portfolio managers and the wider business make data-informed decisions that protect client value. You’ll be part of a team that thrives on precision, collaboration, and continuous improvement.

Prepare and run SAM shocks and regulatory reporting (ORSA, SARB and custom stress tests) as required.Enhance and manage the in-house stress testing and scenario analysis processes.Maintain stakeholder relationships regarding stress testing outputs and ensure value chain continuity.Monitor, analyse and report on fund and benchmark risk and performance across OMIG’s portfolios.Automate and enhance performance and risk reporting processes and systems.Engage with internal stakeholders including portfolio managers, CIOs and senior leaders.Assist with GIPS composite and performance shortfall reporting.Participate in investment committee meetings and varied project work.Contribute to the continuous improvement of the Performance and Risk Management Framework.Uphold OMIG’s investment philosophy, process and risk parameters.

Skills

Action Planning, Analytics Software, Budget Management, Business Intelligence (BI) Analysis, Computer Literacy, Data Analysis, Data Compilation, Data Controls, Data Interpretations, Data Modeling, Evaluating Information, Numerical Aptitude, Report Review, Solution Analysis, Statistical Analysis Techniques

Competencies

Business InsightCultivates InnovationManages ComplexityOptimizes Work ProcessesSituational AdaptabilityStrategic Mindset

Education

NQF Level 9 – Masters

Closing Date

03 July 2025 , 23:59

The appointment will be made from the designated group in line with the Employment Equity Plan of Old Mutual South Africa and the specific business unit in question.

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