Regulatory and Financial Risk – Assistant Manager - Financial Instrument Valuations (2027)

Job Purpose

As an Assistant Manager, you will support the business area leadership in the implementation of strategic initiatives through the effective management of the team, and to provide key insight and guidance in quantitative modelling methodologies for valuations, risk, and strategic projects.

Within RFR, this role will support the Financial Instrument Valuations team by undertaking a variety of specialist tasks such as:

• Derivative Instrument Valuations
• Hedge Accounting Advisory
• IFRS 2: Share Options and BEE Valuations
• Tool / Model Development and Validation
• Counterparty Credit Risk (xVA) Valuations

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