Financial Services Advisory: Valuations Manager at Deloitte

Key Responsibilities

• Building and reviewing derivative valuation models.
• Take initiative in identifying and implementing process improvement where required.
• Problem solving.
• Issue resolution: technical (quantitative) and engagement related queries.
• Knowledge sharing and team guidance.
• Manage and oversee client relationships, fees and budgets.
• Responsible for managing client delivery teams and overseeing their work.
• Communicate upward and downward feedback on technical matters around IFRS or derivative valuations.
• Assist in growing the profitability of the team and service offering.
• Mentor and coach junior staff.
• Project management on multiple clients across multiple industries with a focus on banking.
• Research relevant industry topics.

Qualifications

Skills and Experience Required

• Degree qualified in either Maths/ Stats/ Actuarial
• Experience in Matlab an advantage.
• Experience in VBA an advantage.
• Strong MS Excel skills.
• MS Word.
• MS PowerPoint.
• Good knowledge of accounting standards an advantage.
• At least 4 - 6 years of practical experience and knowledge of the financial markets, with knowledge of the application of mathematics of finance.
• Banking industry experience an advantage

 Key Competencies required:

• Practical knowledge and experience with pricing of vanilla and exotic derivative instruments in a risk neutral framework is required.
• Understanding and practical computational experience of of CVA, DVA, FVA and other xVAs where relevant is required.
• Pricing of equity options falling within the ambient of BEE and share scheme transactions (IFRS 2).