Market Risk - Manager

Ernst & Young Advisory Services Sdn Bhd; Johannesburg; On-site; ZAR 900 000 - 1 200 000; Full time

Job summary

A global consulting firm in Johannesburg is looking for an experienced financial risk management professional to join their Quantitative Advisory Services team. This role involves leading client engagements and requires a relevant Honours or Masters degree, alongside a minimum of 5 years experience. Candidates should be proficient in VBA, R, or Python. The firm offers a supportive environment with excellent development opportunities.

Benefits

Support and coaching from engaging colleagues

Opportunities for career progression

Flexible working conditions

Qualifications

• Minimum of 5 years relevant working experience.
• Proficiency in VBA, R or Python.
• Experience in leading client engagements.

Responsibilities

• Lead client engagements and manage client solutions.
• Provide informed views on industry issues.
• Conduct performance reviews for junior staff.

Skills

IFRS 13 fair value measurement

Valuation of exotic derivatives

VBA

R

Python

Education

Relevant Honours or Masters degree (MCom / MSc / MPhil)

Job description

The opportunity

We are looking to expand our Financial Services Risk Management – Quantitative Advisory Services (QAS) team.

QAS focuses 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.

Key Technical Responsibilities

• IFRS 13 fair value measurement focusing 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
• IRRBB and FRTB regulatory compliance
• Alternative reference rate transition

Client and Business Responsibilities

• Participate in and lead client engagements
• Manage 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 proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaigns
• Maintain an educational program to continually develop your own personal skills
• Develop people through effectively supervising, coaching and mentoring all junior levels of staff
• Provide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunities
• Conduct performance reviews and contribute to performance feedback for junior levels of staffContribute to people initiatives including recruiting, retaining and training QAS professionals

Qualifications

• Relevant Honours or Masters (MCom / MSc / MPhil) level degree
• A minimum of 5 years relevant working experience
• Proficiency in VBA, R or Python

What working at EY offers

As one of our valued employees in EY, you get to work on inspiring, meaningful and challenging projects. Our focus is education and coaching alongside practical experience to ensure your personal development. At EY we value our employees and you will be able to control your own development with an individual progression plan. You will quickly grow into a responsible role with challenging and stimulating assignments. In addition to these, you will be part of an interdisciplinary environment that encourages high quality and knowledge exchange. Furthermore, we offer excellent working conditions, in a stimulating, inclusive and enjoyable environment.

We offer:

• Support, coaching and feedback from some of the most engaging colleagues around
• Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that's right for you

About EY As a global leader in assurance, tax, consulting, strategy and transaction services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. So that whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible. Join us in building a better working world.

Apply now.