Market Risk Manager

The opportunity

Market Risk Manager Johannesburg or Cape Town South Africa

Overview

We are looking to expand our Financial Services Risk Management Quantitative Advisory Services (QAS) team. QAS focuses 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. The role will focus on market risk valuations.

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 :

• IFRS 13 fair value measurement focusing 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.)
• IRRBB and FRTB regulatory compliance
• Alternative reference rate transition

Your client and business responsibilities

To qualify for the role you must have

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 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 :

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.

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.

Required Experience :

Manager

Key Skills

IT Hardware & Networking, Cruise, Import & Export, Light Vehicle Driving, ACCA, ITI

Employment Type : Full Time

Experience : years

Vacancy : 1

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