Deloitte Senior Manager: Valuations Jobs in Midrand, South Africa

Deloitte Senior Manager: Valuations Jobs in Midrand, South Africa

Job Description
To support the business area leadership in the implementation of strategic initiatives through the effective management of the team, and to provide key insight and guidance in quantitative modelling methodologies for valuations, risk, and strategic projects.

Key Responsibilities
  • Provide guidance to the team on suitable choices of modelling methodology and valuation principles by working closely with the head quantitative analyst
  • Review valuation models for a broad range of financial instruments; including derivatives, employee share schemes, BEE deals, financial guarantees
  • Play a key role in the strategic development of technology that automates and improves service offerings
  • Ensure that best practice valuation models and methodologies are presented to the team, and that these are clearly documented
  • Ensure that best practice valuation models and methodologies are implemented consistently
  • Remain a thought leader in the derivative valuations and risk space by researching relevant industry topics, and attending conferences and market events
  • Take initiative in identifying and implementing process improvement where required
  • Problem solving and issue resolution
  • 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

  • At minimum a bachelor’s honours degree in a scientific discipline. A master’s or doctor’s degree in financial mathematics, pure/applied mathematics, physics or engineering is an advantage

    Experience and Skills Required
  • At least 7 years Practical experience and knowledge of the financial markets, with knowledge of the application of mathematics of finance and is required
  • Experience in an Object Oriented Programming language, e.g. C#, Java, Python. Good knowledge of C# and programming experience
    is a large advantage
  • Experience in VBA an advantage
  • Good knowledge of accounting standards, e.g. IFRS2, IFRS9 and IFRS13, an advantage
  • Strong MS Excel skills
  • MS Word and PowerPoint
  • LaTeX an advantage

    Specialized Competencies
  • Relevant technical knowledge and practical experience with pricing of vanilla and exotic derivative instruments in a risk neutral framework is required
  • Knowledge and practical experience with construction of curves is required; e.g. interest rate forecasting and discounting curves, basis curves, OIS curves
  • Understanding and practical computational experience of CVA, DVA, FVA and other xVAs where relevant is required
  • Understanding of relevant numerical methods for derivative valuations is required; e.g. Monte Carlo and Finite Difference methods
  • Knowledge of stochastic differential equations and models of asset dynamics, and understanding when they are suitable is required; e.g. GBM, Hull-White and Heston
  • Knowledge of volatility models is an advantage; e.g. Local Volatility, Local Stochastic Volatility and SABR
  • Pricing of equity options falling within the ambient of BEE and share scheme transactions (IFRS 2) is an advantage

    Key Performance areas
  • Strategic Impact
  • Client Impact: External / Internal
  • Team development
  • Research and eminence
  • Operational Effectiveness
  • Development / Growth of Team
  • Budgets / Profitability

    How to Apply

    For more information and job application details, see; Deloitte Senior Manager: Valuations Jobs in Midrand, South Africa

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