Manager – Financial Instruments (Assurance / Consulting) – Johannesburg, South Africa
Closing Date: December 31, 2016
We require innovative team players to help us build a leading valuations competency to service our ever-changing and increasing client demands. The candidate must have the ability to work on a range of interesting problems and bring strong technical experience to the team, effectively manage teams and deadlines, interact with clients, and contribute to delivering the team’s vision.
- Lead part of team working on a variety of projects that cover IFRS 2 valuations, financial instrument valuations, complex derivative valuations, CVA/DVA, hedge accounting and model validations.
- Coding experience in SAS, Matlab, R is preferred.
- The role requires technical expertise, ownership of project deliverables, building client relationships internally and externally to the firm, management of teams, quality review of work performed by team members, management of team resources and budgeting, liaising and actively contributing to the firm’s global financial instrument valuations network.
- Successful candidates would also be expected to research relevant emerging regulatory and business trends and to develop offerings that can be taken to the market
- The Actuarial, Risk and Quants division consist of a team of approximately 60 professional staff, including actuaries, quants, CA’s.
- Successful candidates will be required to coach, train and manage junior staff.
Minimum qualification and Experience:
- Actuarial or Quantitative Finance or Statistics or CFA Qualification required.
- 6-10 years experience
- Financial instrument valuation
- Market Risk
- Front office
- Middle office
- Financial instrument fair value model validation
- Financial services
- SAS/Matlab/R preferred
- Knowledge of financial instruments
- Knowledge of derivative valuations
- People management experience
- Team management experience preferred