Deloitte Financial Services Advisory (Market Risk) - Consultant/ Senior Consultant Jobs in South Africa

Deloitte Financial Services Advisory (Market Risk) - Consultant/ Senior Consultant Jobs in South Africa


Main Purpose of Job

  • To develop and grow the Regulatory Advisory proposition by leading client projects, bringing practical experience to the team, building Deloitte’s eminence in this space and driving new business initiatives.

  • The focus area of this role will specifically be Market Risk and the Fundamental Review of the Trading Book (FRTB), as well as Interest Rate Risk in the Banking Book.

    Qualifications

    Required Qualifications

  • Honours or Masters degree in Quantitative Risk, Mathematics or Statistics

    Required Experience

  • 1-3 years in Market Risk

  • In-depth understanding of financial derivatives and their valuation.

  • Experience in risk measurement and analysis in terms of all standard risk metrics (sensitivities, stress, VaR and tail metrics).

  • Having performed FRTB QISs (Quantitative Impact Studies for the Fundamental Review of the Trading Book), and any potential implementation work done to date.

  • Experience with Interest Rate Risk in the Banking Book, Asset and Liability Management, Balance Sheet Management.

  • Strong background on governance and controls, policies and procedure documentation.

  • Experience on Market Risk, ALM and Front Office systems, e.g. RiskWatch, Murex, Calypso, Sungard, QRM, etc.

    Additional Information

    Leadership Capabilities

  • Living our Purpose - Acts as a role model, embracing and living our purpose and values, and recognizing others for the impact they make

  • Talent development - Develops high-performing
    people and teams through challenging and meaningful opportunities

  • Performance drive - Delivers exceptional client service; maximizes results and drives high performance from people while fostering collaboration across businesses and borders

  • Influence - Influences clients, teams, and individuals positively, leading by example and establishing confident relationships with increasingly senior people

  • Strategic direction - Understands key objectives for clients and Deloitte, aligns people to objectives and sets priorities and direction

    Core Professional Technical Capabilities

  • Risk Assessment and Mitigation

  • Business Process Assessment and Design

  • Data Management and Technology

  • Global Mind-set

  • Internal Controls Assessment and Design

  • Knows the Business and the Industry

  • Sales and Business Development

    Specialized Technical Capabilities

  • Designs and Manages Conduct Risk Solutions - Ability to guide teams through the design and implementation of conduct risk solutions that help clients establish a risk intelligent culture that aligns with the overall business strategy

  • Proven ability to manage and execute projects

  • Extensive knowledge of standards such as COBIT, ISO27002 and best practice frameworks such as ITIL Enterprise application assessments including process performance improvement and utilization assessments

  • GRC technology enablement, integrating/automating risk capabilities, risk assessment and compliance transformation
    Technical understanding of technology platforms, operating systems, system development life cycle, change management, information security, databases

    How to Apply

    For more information and job application details, see; Deloitte Financial Services Advisory (Market Risk) - Consultant/ Senior Consultant Jobs in South Africa

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