Quants Risk Analyst

An insurance company that has a particular interest in emerging markets in Africa is looking for a Quants Risk Analyst based in Centurion, Gauteng.

The purpose of this role is to assist the Head of Risk in developing and maintaining an effective risk management framework for the Company that includes Enterprise Risk Management, Model development and validations, and investment portfolio risk assessment and reporting, coordinate the ORSA process and reporting process.

Key Responsibilities

• Responsible for data collection for ERM purposes
• Responsible for identification, development, and maintenance of key risk indicators
• Contribute to the development of an appropriate risk monitoring program for the Company’s investment portfolio activities.
• Responsible for executing the risk monitoring program for the Company’s investment portfolio activities.
• Contribute towards the analysis of stress test results and formulati...