Old Mutual Zimbabwe

Market & Quantitative Risk Officer

Insurance Jobs
Salary
TBA

Job Description

Old Mutual Zimbabwe Is Looking For A Market & Quantitative Risk Officer

Duties and Responsibilities

Monitors and analyses compliance of key performance market risk indicators to internal and regulatory limits and compile market risk reports.
Conducts independent reviews of the treasury control environment to ensure adherence to laid down policies and procedures.
Performs stress testing on the institution’s interest rate, foreign exchange, and liquidity risks.
Quantitative risk modelling.
Assists the Market and Quantitative Risk Manager to review and report the structural (asset and liability) position of the institution to provide the best possible strategies to consider given market trends.
Assists the Market and Quantitative Risk Manager and Head of Risk to prepare independent market risk monitoring reports to, among others, the Asset and Liability Management Committee and Board Risk and Compliance Committee.

Qualifications and Experience


Qualifications

A first Degree in Finance, Economics, Mathematics, Actuarial Science or any related field.
A Masters’ Degree or post graduate qualification in a related field is desirable.
At least 2 (two) years in market risk management, quantitative risk modelling and stress testing in a financial institution.
Qualitative and quantitative analytical skills, financial modelling skills, knowledge of BASEL II/III requirements.
Skills

Asset and Liability Management (ALM), Liability Management, Market Liquidity, Market Risk, Model Risk, Quantitative Risk, Risk Monitoring, Risk Reporting
Education

Bachelor of Mathematics (BMath), Bachelor Of Science In Quantitative Risk Management
Closing Date

18 October 2022

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