Rosymary Mudzanani
Johannesburg
Summary
Experienced analyst with a master's degree in Risk Management and 6+ years in banking and consulting. Skilled problem-solver excelling at thinking outside the box, turning challenges into opportunities through innovative solutions. Pursuing CFA Level 1 and FMVA certifications. Loves running and cycling.
Overview
8
8
years of professional experience
1
1
Certification
Work History
Market Risk Analyst
Investec Bank
08.2022 - Current
- Performing analysis on deals before the trader/structurer can execute the transaction. This includes pricing the deal, analyzing sensitivities, stress testing to see how the deal will impact the bank's positions and providing data-driven risk recommendations.
- Identify, quantify, monitor and manage all market-related risks for trading desks using the most appropriate risk methodologies and techniques adopted by the Market Risk division and approved by the Group's senior management.
- Cultivate relationships with internal departments to understand and streamline data collection processes, enhancing the speed of risk assessments and decision-making related to credit, liquidity and operational risks.
- Champion the centralization and automation of the specific risk calculations, which reduced errors and improved efficiency.
- Develop and implement risk management strategies, increasing the effectiveness of the equities desk.
- Compile and present accurate daily market risk reports to traders, management, and relevant forums and committees, providing timely insights.
- Recommended implementations of improved risk management practices.
- Ensure adherence to relevant financial regulations and standards.
- Financial Modelling – as an analyst i understand and apply various financial models to assess and quantify market risks.
- Analyzed large financial datasets to identify market trends, pricing anomalies, and risk concentration areas, informing decision-making.
Equity Derivatives Analyst
Rand Merchant Bank
07.2021 - 07.2022
- Vast knowledge of the full trade lifecycle from pricing to settlement, including relevant impacts on market risk, credit risk and business units.
- Recommended innovative solutions which improved efficiencies through accurate and comprehensive impact analysis.
- Developed and implemented new requirements aligned with business needs.
- Delivered critical insights regarding analytical queries such as risk, P&L, pricing, and technical queries linked to reporting and integrations.
- Identified and resolved associated problems by applying critical thinking and analysis.
Consultant: Cross Asset Trading Team
FIS Global
01.2018 - 06.2021
- Thought leadership and expertise in analysing risk factors (Greeks, VaR) relating to trading activities.
- Played a critical role in implementing the Basel III (FRTB) model at Absa and Investec Banks.
- Validated the FRTB SA capital numbers and sensitivities aligned with applicable regulations.
- Refined customer requirements and reported on and presented empirical data to the client for final approval.
Education
M.Com - Risk Management of Financial Markets
University of Cape Town
01-2017
B.Com Hons - Financial Analysis And Portfolio Management
University of Cape Town
01-2016
B.Com - Finance And Economics
University of Cape Town
01-2015
Skills
- Quantitative analysis
- Microsoft Excel proficiency
- Teamwork
- Knowledge of Regulation
- Verbal and Written Communication
- Excellent attention to detail
- Risk Assessment
Certification
- Chartered Financial Analyst (CFA) Level 1 Candidate (in progress)
- Financial Modeling & Valuation Analyst (FMVA): (in progress)
Timeline
Market Risk Analyst
Investec Bank
08.2022 - Current
Equity Derivatives Analyst
Rand Merchant Bank
07.2021 - 07.2022
Consultant: Cross Asset Trading Team
FIS Global
01.2018 - 06.2021
M.Com - Risk Management of Financial Markets
University of Cape Town
B.Com Hons - Financial Analysis And Portfolio Management
University of Cape Town
B.Com - Finance And Economics
University of Cape Town
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