EY Quantitative Analyst Jobs in South Africa

EY Quantitative Analyst Jobs in South Africa

The opportunity

  • We are looking to expand our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced individuals. QAS focusses on providing credit risk, market risk and data science solutions to banking, insurance and other corporate clients. Our services cover statutory, regulatory and other quantitative areas from both a consulting and an assurance perspective.

    Your key technical responsibilities

  • The successful applicant will work within a team which offers our clients advice and hands on assistance with issues such as:

  • The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9 and Basel requirements

  • IFRS 13 fair value measurement focussing on the valuation of exotic derivatives across a range of underlying asset classes and the valuation of fixed income and money market instruments

  • IFRS 2 share-based payment and BEE deal valuation

  • xVA modelling (credit and debit valuation adjustment, funding valuation adjustment, etc.)

    Your responsibilities

  • Participate actively in assigned QAS client engagements.

  • Assist with the build and delivery of client solutions, based on knowledge of clients’ agendas.

  • Develop informed views for clients on the implications of current and anticipated industry issues.

  • Assist with new business sales through identifying new client opportunities and playing a role in developing and driving sales campaigns.

    To qualify for the role, you must have:

  • Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree

  • Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus

  • A minimum of 2 years relevant working experience

    Ideally, you will also have:

  • A willingness to learn and grow.

    How to Apply

  • For more information and job application details, see; EY Quantitative Analyst Jobs in South Africa

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