EY Derivative Valuation Centre Manager - EY RDS 

Mauritius, Plaines Wilhems, Quatre Bornes 

755339716

culture you need to discover your full potential. Through our coaching and training programs, you’ll develop the skillsets you need to stay relevant today and, in the future, – all while building a network of colleagues, mentors, and leaders who will be on the journey with you at EY and beyond.

You will experience professional development through diverse experiences, world-class learning and

What We Look For

extensively with our colleagues across the region to take tailored solutions and services to our clients.

between Cape Town and Johannesburg covering specialist areas such as:

• Financial derivative valuation:

Bulk valuation of vanilla financial instruments

Valuation of complex derivative portfolios

Identification and valuation of embedded derivatives in structured deals
Scoping, design and implementation of valuation policies

Review of interest rate term structure models

Assessing hedge effectiveness

Measurement and reporting of risk sensitivities

• Employee share option pricing:

Development of valuation models for employee share options

Fair valuation of employee share schemes

Identification and pricing of embedded options in transactions

We’re currently looking for applicants, who have aand

top banking professionals in Africa.

To qualify for the role, you must have

• At least 3 years’ experience in treasury, market risk and/or derivative valuation.
• At least a BCom or BSc in Actuarial Science, Financial Engineering, Mathematics, Statistics,

Engineering or similar.

• An agile, growth-oriented mindset. What you know matters. But the right mindset is just as important

in determining success. We’re looking for people who are innovative, can work in an agile way and keep pace with a rapidly changing world.

• A curious and purpose driven attitude. We’re looking for people who see opportunities instead of

challenges, who ask better questions to seek better answers that build a better working world.

• An inclusive approach. We’re looking for people who seek out and embrace diverse perspectives, who

What’s In It For You

• Accelerate your technical capabilities and transformative leadership skills with future-focused courses

and development programs.

• Broaden your horizons by working on highly integrated teams across the globe and collaborate with

people of diverse backgrounds — both professionally and culturally.

• Bring out the best in yourself with continuous investment in your personal well-being and career

development.

• Develop your own personal purpose and help us create a positive ripple effect on our teams, our

business, clients and society – building a better working world, together.

• Study leaves for AIA/FIA or any other Professional Qualification approved by EY.
• Fully funded EY approved professional courses (EY education loan scheme conditions apply).

What You Can Expect

• Submit your CV and fully up-to-date academic transcripts when applying.
• Only shortlisted candidates can expect to be invited for an in person or video interview with one of

our dynamic Recruiters.

We offer a competitive remuneration package where you’ll be rewarded for your individual and teamperformance. Our comprehensive Total Rewards package includes support for flexible working and careerdevelopment. Plus, 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

you to build your career without sacrificing your personal priorities. While our client-facing professionals can

be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance.

giving you the training, opportunities and creative freedom to make things better. So that whenever you join,