Deloitte Assurance - Financial Services Advisory - Senior Valuations Manager Jobs in South Africa
Deloitte Assurance - Financial Services Advisory - Senior Valuations Manager Jobs in South Africa
Job DescriptionKey ResponsibilitiesLead the team with regards to best practice quantitative methodologies:Responsibility for choosing appropriate, best practice valuation models for a broad range of financial instruments; including derivatives, employee share schemes, BEE deals, financial guarantees, etc.
Responsibility for ensuring that suitable governance has been followed in the selection of models and methodologies; e.g., model validation, documentation, and sign-off.
Solutions should further the business strategy, create efficiencies in new & existing processes, and assist in growing the profitability of the business.
Be a thought leader that is respected in industry and within the firm, and creates eminence for the business by publish research and thought leadership pieces, and representing the business at industry events.
Stay abreast of industry developments, and offer subject matter expertise in such developments, both internally and externally: this includes derivative & xVA pricing and risk management, regulatory and market infrastructure changes, and the analysis and adoption of disruptive technologies.
Qualifications
Skills and Qualifications Required
Honours degree from recognised University, preferably in Advanced Maths of Finance or BSc (in Statistics /Mathematics) scientific discipline. A Master’s or doctor’s degree in financial mathematics, pure/applied mathematics, physics or engineering is an advantage.
Minimum of 5- 8 years practical experience and knowledge of the financial markets, with knowledge of the application of mathematics of finance.
3 years experience in a client-facing role.
Experience in an Object Oriented Programming language, e.g. C#, Java, Python.
Good knowledge of C# and programming experience is a large would be advantageous
Experience in VBA would be advantageous
Good knowledge of accounting standards, e.g. IFRS2, IFRS9 and IFRS13, would be advantageous
LaTeX an advantage.
Experience required
Relevant technical knowledge and practical experience with pricing of vanilla and exotic derivative instruments in a risk neutral framework.
Knowledge and practical experience with construction
of curves; e.g. interest rate forecasting and discounting curves, basis curves, OIS curves.
Understanding and practical computational experience of CVA, DVA, FVA and other xVAs.
Understanding of relevant numerical methods for derivative valuations; e.g. Monte Carlo and Finite Difference methods.
Knowledge of stochastic differential equations and models of asset dynamics; e.g. GBM, Hull-White and Heston.
Knowledge of volatility models; e.g. Local Volatility, Local Stochastic Volatility and SABR.
Knowledge of current market trends, e.g., reference rate reform & FRTB, would be an advantageous.
Pricing of equity options falling within the ambient of BEE and share scheme transactions (IFRS 2) would be advantageous.
Additional Information
Leadership Capabilities
Living our Purpose - Act as a role model, embracing and living our purpose and values, and recognizing others for the impact they make
Influence - Influence clients, teams, and individuals positively, leading by example and establishing confident relationships with increasingly senior people
Performance Drive - Deliver exceptional client service; maximizes results and drives high performance from people while fostering collaboration across businesses and borders
Strategic direction - Understand key objectives for clients and Deloitte, aligns people to objectives and sets priorities and direction
Talent development - Develop high-performing people and teams through challenging and meaningful opportunities
Service Line Capabilities
Delivers Core Offering Expertise - Ability to leverage expertise in a market offering to make recommendations that enable client’s strategic agenda
Enables Transformations - Ability to employ a business and industry-oriented mindset and use data-driven solutions to drive a transformation agenda
Technical Capabilities
Expert in field with sound industry and business knowledge
Demonstrated leadership skills
Sales skills
Proven ability to manage and execute projects
Experience in drafting and presenting client proposals
Excellent report writing skills
Good financial knowledge
Sound business acumen
How to Apply
For more information and job application details, see; Deloitte Assurance - Financial Services Advisory - Senior Valuations Manager Jobs in South Africa
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