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Job Requirements
A minimum National Diploma (equivalent to NQF level 6) in Mathematics or Statistics or Finance or Economics, A Bachelor’s degree (equivalent to NQF level 7) in any of the above disciplines is added advantage, A minimum of 3 years’ experience obtained in a Financial Markets’ environment; Knowledge of Financial Markets and asset or liability portfolio management techniques; Knowledge of Financial Risk Modelling techniques and fixed income valuation techniques; and Sensitivity measures applicable to fixed income products; Modified Duration, DV01 and Convexity.
Duties
Market Risk Components: Undertake financial market risk factor research, stochastic processes applicable to financial market risk modelling, Applicable time series models and probability distributions and non -parametric methods, Funding and market liquidity risk analysis. Fixed Income Valuation and Product Structuring: Analysis of fixed income products, valuation techniques. Assist with Fixed Income product structuring including derivatives. Assist with the construction and continuous improvement of credit, nominal and real curves. Assist with producing research related to spot, forward, yield to maturity curves, Application of Statistical Process Controls and Decision Analysis: Asset / Liability Portfolio Performance and Attribution techniques, Probabilistic Scenario analysis. Application of control charts for process variations and attributes, Data Quality Management and Programming Skills: Assist with the Data Quality Management Process, Proficiency in at least one Programming language; R, Python, etc.
What is the Salary
R582 444 per annum, (excluding benefits)
Location
Pretoria
How to Apply
enquiries only (No
To apply visit: https://erecruitment.treasury.gov.za/eRecruitment
Apply Before:
3/23/2026
Reference No:
S021/2026
Additional Information