EY Market Risk - Senior Manager 

South Africa, Gauteng, Johannesburg 

978485037

Your key responsibilities

The successful applicant will help develop and lead a team which can offer our clients advice and hands on assistance with issues such as:

• 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.)
• IFRS 16 lease fair valuation and incremental borrowing rate estimation
• Review and validation of FRTB and IRRBB implementations
• Development of thought leadership material on relevant industry topics

Client responsibilities

• Participate in and as required, lead QAS client engagements
• Develop long-term, sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiatives
• Develop client solutions based on a deep understanding and knowledge of clients’ business needs
• Develop informed views for clients on the implications of current and anticipated industry issues
• Generate new business sales through proactively managing key accounts, identifying new client opportunities, and playing a significant role in developing and driving sales campaigns/solutions

People responsibilities

• Live the EY values
• Lead engagement teams and accounts
• 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 staff
• Contribute to people initiatives including recruiting, retaining and training FS Risk professionals
• Maintain an educational program to continually develop your own personal skills

Qualifications and experience required

• Relevant Masters (MComm / MSc /MPhil) or Honours degree. For example, in computer science, engineering, actuarial science, statistics, mathematics or accounting
• Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
• Sound understanding of quantitative methods and the application of these to financial risk management
• Advanced knowledge of valuation techniques (e.g. Risk neutral pricing and its application in the capital markets, etc.)
• Proficiency in VBA, R or Python
• A minimum of 8+ years relevant working experience

Other skills and attributes for success

• Strong analytical skills and statistical aptitude in a modelling environment
• Proficient in MS Office
• Innovative, creative thinking and problem-solving skills
• Robust project management skills
• Solid presentation skills and confidence to be client-facing
• Effective time management
• Strong writing skills
• Initiative and enthusiasm
• People skills
• Ability to work under pressure
• Flexibility to accept change and adapt

What working at EY offers

• Work for a globally integrated firm of actuarial and quantitative professionals across more than 150 countries, enabling optimised and consistent views across the globe.
• Work with and have access to industry experts, whilst gaining exposure across multiple engagements and clients in the financial services sector.
• Develop both your technical expertise and other skills such as project and stakeholder management.
• Further your continuous professional development through our in-house learning platforms as well as our external learning FS Risk study policy.
• Work in a company culture that values diversity and inclusiveness, flexibility, employee wellness and corporate social responsibility.
• Receive ongoing mentoring, support and guidance to optimise your professional growth and progress your career at EY.