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POST 08/373 : ASSISTANT DIRECTOR: MARKET RISK

🏢 NATIONAL TREASURY 📍 Pretoria ⏳ Closes: 23 Mar 2026 ⛔ Closed 🧾 Post: 08/373 # Ref: S021/2026 Division: Asset and Liability Management (ALM) Purpose: To assist in researching, modelling, and reporting of the components of market, liquidity and sovereign credit risks impacting on Government’s debt portfolio. Fixed income valuation, structuring, research, and modelling plus multi-asset class interactions.

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Closed
This vacancy has expired. The closing date was 23 Mar 2026.

Key details

Salary

R582 444 • per annum

Centre

Pretoria

Reference

S021/2026 Division: Asset and Liability Management (ALM) Purpose: To assist in researching, modelling, and reporting of the components of market, liquidity and sovereign credit risks impacting on Government’s debt portfolio. Fixed income valuation, structuring, research, and modelling plus multi-asset class interactions.

Closing date

23 Mar 2026

Job Highlight

Overview

Join National Treasury to lead market risk research and analysis, focusing on financial market risk modeling, fixed income valuation, and portfolio performance.

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.