SENIOR RISK ANALYST
Grade: P2
Windhoek
Minimum Experience: 5+ Years with • At least five 5 years working experience in international capital markets
Minimum Qualification: Bachelors Degree in •Minimum is a relevant Bachelor Degree or related qualification in Financial Maths, Actuarial Science, Financial/ Investment Analysis, Business or Economics. • CFA certification or significant progress towards the attainment of the CFA qualification would be an added advantage.
Closing Date: 04 June 2025
Knowledge & Skills
·Exposure & knowledge of portfolio analytics and compliance systems.
·Understanding of trading systems including Portfolio Analytical Tool, Bloomberg and others.
·Proficient use of MS Office, particularly MS Excel and other databases.
·Knowledge of derivatives, bonds and other fixed income instruments.
·Investment advisory and guideline/ policy development.
·Strong financial modelling skills.
·Strong written and verbal communication skills.
·Negotiation/ persuasiveness skills.
·Good Planning and coordination skills.
·Demonstrated Supervisory skills.
·Building relationships / networking.
Duties & Responsibilities
The principal accountabilities of this position are to:
·Review and analyse the daily investment performance of all foreign reserve portfolios using MS Excel, PAT, Bloomberg, and other appropriate Middle Office systems. before dissemination to the Front Office, Investment Committee & the Board.
·Identify measure and manage all market risks exposures on all foreign reserves portfolios daily using MS Excel, PAT & Bloomberg amongst others.
·Create a process of reviewing all daily foreign reserve transactions, counterparty limits and credit ratings using various tools and systems to ensure transaction comply with the provisions of the Bank.
·Conduct the annual Strategic Asset Allocation review using WorkBench, MS Excel, PAT and other appropriate tools. Provide feedback to management on the optimal foreign reserve portfolio allocation.
·Model and forecast the interest income/ expenses using WorkBench, Bloomberg and MS Office applications at least twice a year.
·Analyse the monthly/quarterly income-budget variances using MS Excel, Bloomberg, periodic financial reports, market analysis and other sources.
·Review the performance, activities and holdings of all external investment managers periodic holdings reports at least once per month.
·Ensure the implementation of a robust and disciplined approach to managing credit risk including setting and monitoring exposure limits, monitoring and reviewing credit events and various factors that affect the credit quality of the Bank’s counterparties.
·Periodically review agreements with stakeholders and policy documents pertaining to the management of foreign reserve assets.
·Conduct regular presentations on foreign reserve portfolios at Monthly Strategy meetings and other management committees.