Financial Services Advisory: Valuations Manager
Deloitte
- Midrand, Johannesburg
- Permanent
- Full-time
- Credit Risk
- Balance Sheet Management (Including Enterprise Risk Management, Stress-testing and Economic Value)
- Valuations
- Regulatory Advisory
- Regulatory Assurance
- IFRS Advisory
- Corporate Treasury
- FinTech
- Building and reviewing derivative valuation models.
- Take initiative in identifying and implementing process improvement where required.
- Problem solving.
- Issue resolution: technical (quantitative) and engagement related queries.
- Knowledge sharing and team guidance.
- Manage and oversee client relationships, fees and budgets.
- Responsible for managing client delivery teams and overseeing their work.
- Communicate upward and downward feedback on technical matters around IFRS or derivative valuations.
- Assist in growing the profitability of the team and service offering.
- Mentor and coach junior staff.
- Project management on multiple clients across multiple industries with a focus on banking.
- Research relevant industry topics.
- Degree qualified in either Maths/ Stats/ Actuarial
- Experience in Matlab an advantage.
- Experience in VBA an advantage.
- Strong MS Excel skills.
- MS Word.
- MS PowerPoint.
- Good knowledge of accounting standards an advantage.
- At least 4 - 6 years of practical experience and knowledge of the financial markets, with knowledge of the application of mathematics of finance.
- Banking industry experience an advantage
- Practical knowledge and experience with pricing of vanilla and exotic derivative instruments in a risk neutral framework is required.
- Understanding and practical computational experience of of CVA, DVA, FVA and other xVAs where relevant is required.
- Pricing of equity options falling within the ambient of BEE and share scheme transactions (IFRS 2).
- Contribute to a high-performing team.
- Deliver exceptional client service; maximize results and drive high performance while fostering collaboration across businesses and borders.
- Influence clients, teams, and individuals positively, leading by example and establishing confident relationships with increasingly senior people.
- Understand key objectives for clients and Deloitte; align people to objectives and set priorities and direction.
- Strategic Impact
- Client Impact: External/ Internal
- Team Development
- Research and eminence
- Operational Effectiveness\
- Development / Growth of Team
- Budgets/ Profitability