Market Risk Senior Associate
EY
Johannesburg, Gauteng, South Africa
6d ago

We are looking to expand ourActuarial, Quants and Data Science team. The practice focusses on FinancialServices across Banking, Insurance, and Corporate treasuries.

Our servicescover statutory, regulatory, and other quantitative areas both from an advisoryand an assurance perspective

The opportunity

Drawing on your knowledge and experience, you will provide innovativecommercial insights for clients, adapt methods and practices to fit operationalteam and cultural needs, and contribute to thought leadership.

You will alsoactively contribute to improving operational efficiency on projects andinternal initiatives. In line with our commitment to quality, you willconsistently drive projects to completion and determine that work is of a highquality.

Your key responsibilities

Thesuccessful applicant will grow, develop in a team which offer’s our clientsadvice and hands on assistance with issues such as design,review and validation of credit risk models across classes (PD, LGD, EAD, ECL)under IFRS 9.

You will also assess creditimpairment and due diligence reviews. Youwill be involved in review and validation of Basel internal rating-based modelsand the design and review of risk governance operating model.

In addition, youwill design and review of credit risk pricing models.

Skills and attributes :

  • Participate in and, as required, lead AQDS client engagements
  • Assist in developing long-term, sustainable relationships with key clientstakeholders in line with our go to market strategies and individual marketdevelopment initiatives
  • Assist in building and deliver relevant client solutions, based on knowledgeof the client’s agenda
  • Be part of developing informed views for the client on the implicationsof current and anticipated industry issues
  • Assist in generating new business salesthrough proactively managing aligned accounts, identifying new clientopportunities, playing a significant role in developing and driving a salescampaign / solution
  • To qualify for the role, you must have

  • Qualifications : Relevant Masters (MComm / MSc / MPhil) or Honours degree with the intend topursue a professional qualification (CFA / FRM / PRM / FIA / FASSA)
  • Market relatedremuneration
  • A minimum of 3 to4 years working experience is required
  • Ideally, you’ll also have :

  • Abilityto develop people through effectively supervising, coaching, and mentoringjuniorlevels of staff (identifyingtraining needs where necessary)
  • Providelearning and growth opportunities to staff and encourage the potential withinall staff to take on challenging opportunities
  • What we lookfor :

    We arelooking for a trusted business advisor who appreciates a collaborative cultureby nurturing team members through mentoring and coaching, knowledge sharing andadapting relevant ideas from previous projects or experiences.

    Drawing on your knowledge andexperience, you will provide innovative commercial insights for clients, adaptmethods and practices to fit operational team and cultural needs, andcontribute to thought leadership.

    You will also actively contribute toimproving operational efficiency on projects and internal initiatives. In linewith our commitment to quality, you will consistently drive projects tocompletion and determine that work is of a high quality.

    What working atEY offers

    As oneof our valued employees in EY, you get to work with inspiring, meaningful andchallenging projects. Our focus is education and coaching alongside practicalexperience to ensure your personal development.

    At EY we value our employeesand you will be able to control your own development with an individualprogression plan. You will quickly grow into a responsible role withchallenging and stimulating assignments.

    In addition to these, you will be partof an interdisciplinary environment that encourages high quality and knowledgeexchange.

    Furthermore we offer excellent working conditions, in a stimulating,inclusive and enjoyable environment.

    Weoffer :

  • Support, coaching and feedback from some of the most engaging colleaguesaround
  • Opportunities to develop new skills and progress your career
  • The freedom and flexibility to handle your role in a way that’s rightfor you
  • As aglobal leader in assurance, tax, transaction and advisory services, we hire anddevelop the most passionate people in their field to help build a betterworking world.

    This starts with a culture that believes in giving you thetraining, opportunities and creative freedom to make things better.

    So thatwhenever you join, however long you stay, the exceptional EY experience lasts alifetime. And with a commitment to hiring and developing the most passionatepeople, we’ll make our ambition to be the best employer by 2020 a reality.

    If you can confidently demonstrate that you meet thecriteria above, please contact us as soon as possible.

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