Market Risk Senior Manager

EY


Senior Manager: Market Risk, Cape Town or Johannesburg, South Africa

The opportunity

We are looking to expand our FS Risk – Quantitative Advisory Services (QAS) team by recruiting a market risk senior manager. 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 assist with developing and leading a team which offers 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

Your Managerial 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 strategy and individual market development initiatives
  • Lead 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
  • Generate new business sales through proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaigns
READ:   IT Risk Assurance Associate 2

To qualify for the role, you must have:

  • Qualifications: Relevant Masters (MCom / MSc /MPhil) level degree
  • Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
  • A minimum of 6 years relevant working experience

Ideally, you will also have:

  • The ability to develop people through effectively supervising, coaching, and mentoring all levels of staff (identifying training needs where necessary)
  • Willingness to provide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunities

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.

READ:   Senior Graphic Designer

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.

  • Seniority level


    Associate

  • Employment type


    Full-time

  • Job function


    Finance and Sales

  • Industries


    Information Technology and Services, Computer Software, and Financial Services


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