Murendiwa Nedzamba
Market Risk Analyst
Pretoria
Summary
Adept Market Risk Analyst with a proven track record at National Treasury, leveraging Excel proficiency and Python programming to enhance decision-making and optimize risk management processes. Demonstrated excellence in team collaboration and problem-solving, significantly automating risk monitoring tasks and contributing to strategic funding decisions.
Overview
9
9
years of professional experience
Work History
Market Risk Analyst
National Treasury
Pretoria
11.2019 - Current
- Monitored and assessed key market indicators, alerting senior management to significant shifts or developments that could impact the government funding position.
- Monitored market risks impact on government’s debt portfolio and development and implementation of debt portfolio benchmarks.
- Enhanced decision-making process by providing timely and accurate market risk assessments to senior management.
- Provide assistance with debt composition, gross borrowing requirements and inputs to fiscal framework.
- Optimized internal processes by automating routine tasks related to market risk monitoring, saving time for more strategic activities.
- Assist with the yield curve analysis of the debt portfolio
- Quantification of Market Risk Techniques impacting on the Debt Cost and Debt Portfolio: Interest rate and inflation risk; Foreign currency and commodity risk; Liquidity & Refinancing risk.
- Analyze the quantification of impact on the Active Debt Management strategies for funding.
Market Risk Trainee
National Treasury
02.2016 - 01.2018
- Learned programming skills and Complex Data Analysis.
- Yield Curve Simulation and Liquidity Value at Risk.
- Attended training courses to build understanding of computation of Risk measures such as Value at Risk.
- Inputs into Governments’ Funding strategy
- Calculating and Monitoring of rolling asset correlations.
- Participated in on-the-job training, working closely with supervisors and coworkers and asking appropriate questions.
- Valuation of selected Fixed Income instruments.
- Assisted in conducting market research, providing valuable data for strategy development.
- Engaged in problem-solving activities with peers to develop critical thinking skills, enhancing team resilience.
- Collected, arranged, and input information into database system.
- Provided reporting for forecast analysis and ad-hoc reporting in support of decision-making.
Education
Advanced Diploma - Financial Markets
University of Johannesburg
Johannesburg, South Africa 04.2001 -
Bachelor of Science - Mathematics And Statistics
University of Venda
Thohoyandou, South Africa 04.2001 -
Skills
Microsoft PowerBI
Excel proficiency
Portfolio management
Quantitative analysis
Monte carlo simulation
Liquidity risk analysis
Value-at-risk models
Problem-solving abilities
Team collaboration
Timeline
Market Risk Analyst
National Treasury
11.2019 - Current
Market Risk Trainee
National Treasury
02.2016 - 01.2018
Advanced Diploma - Financial Markets
University of Johannesburg
04.2001 -
Bachelor of Science - Mathematics And Statistics
University of Venda
04.2001 -
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