Job Description
To support service / business area leadership in the implementation of strategic plan through the effective management of team/s.
Key Responsibilities
- 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.
Qualifications
Skills and Experience Required
- 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
Key Competencies required:
- 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).
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