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  • Posted: Aug 12, 2022
    Deadline: Not specified
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    EY exists to build a better working world, helping create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax an...
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    Assistant Manager - Quants

    Your Key Technical Responsibilities

    The successful applicant will work within a team which offers our clients advice and hands on assistance with issues such as:

    • The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9 and Basel requirements
    • 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.)

    Your Responsibilities

    • Participate actively in assigned QAS client engagements
    • Assist with 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 identifying new client opportunities and playing a role in developing and driving sales campaigns

    To qualify for the role, you must have:

    • Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree
    • Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
    • A minimum of 3 years relevant working experience
    • Experience managing a team or have lead projects

    Method of Application

    Interested and qualified? Go to EY on careers.ey.com to apply

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