Manager: Actuarial, Quants and Data Science (Market Risk)

Recruiter:

Liyema Consulting

Job Ref:

JHB000378/AM

Date posted:

Sunday, February 14, 2021

Location:

Johannesburg, South Africa

Salary:

Market related

SUMMARY:
Globally integrated firm of actuarial and quantitative professionals is looking for resource for their Actuarial, Quants and Data Science (AQDS) team. Someone that has experience with statutory, regulatory, data science and other quantitative areas. This includes market risk modelling, valuation of financial instruments (derivative and non-derivative) and structured deals, model risk monitoring

POSITION INFO:

Qualifications and experience required

Relevant Masters (MComm / MSc /MPhil) or Honours degree with a professional qualification (CFA / FRM / PRM / FIA / FASSA)
Sound understanding of quantitative methods and the application of these to financial risk management
A minimum of 5 years relevant working experience

Your key responsibilities
The successful applicant will help develop and lead a team which can offer our clients advice and hands on assistance with issues such as:

• 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.)
• Monte Carlo simulation techniques for valuations and event simulation
• IFRS 16 lease fair valuation and incremental borrowing rate estimation
• Risk modelling and stress testing of financial and non-financial models
• Model risk monitoring
• Liquidity risk management
• Portfolio theory, portfolio performance measurement and fee calculation
• Review and validation of FRTB and IRRBB implementations
• Development of thought leadership material on relevant industry topics

Client responsibilities

• Participate in and, as required, lead AQDS client engagements
• Develop long-term, sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiatives
• Develop client solutions based on a deep understanding and knowledge of clients’ business needs
• Develop informed views for clients on the implications of current and anticipated industry issues

• Generate new business sales through proactively managing key accounts, identifying new client opportunities and playing a significant role in developing and driving a sales campaign/solution
People responsibilities
• Live the OUR CLIENT values
• Act as a thought leader in the field of market risk
• Lead engagement teams and accounts
• Develop people through effectively supervising, coaching and mentoring all junior levels of staff
• Provide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunities
• Conduct performance reviews and contribute to performance feedback for junior levels of staff
• Contribute to people initiatives including recruiting, retaining and training AQDS professionals
Maintain an educational program to continually develop your own personal skills

NB! This job is now closed. You can apply for other jobs by uploading your CV.

Similar jobs you might be interested in:

Actuarial Manager
Location: Johannesburg
Salary:
actuarial managerAre you a nearly or newly qualified actuary with a taste for variety? Love valuations, IFRS 17, and SAM — but want to work across multiple insurers, solve different problems, and actually see your advice influence big decisions? This is your next move.Join a consulting environment where no two weeks look the same. You’ll work with leading insurers across South Africa, ...
1 day ago

Actuarial Manager
Location: Johannesburg
Salary:
Are you ready to shape the future of actuarial consulting?This is your chance to join a globally recognized leader in professional services, where your actuarial expertise won’t just be applied – it will be valued and celebrated. If you’re a nearly qualified or newly qualified actuary with strong experience in SAM, Valuations, and IFRS17, this opportunity is for you.
1 day ago

Actuarial Manager
Location: Johannesburg
Salary:
Are you ready to shape the future of actuarial consulting?This is your chance to join a globally recognized leader in professional services, where your actuarial expertise won’t just be applied – it will be valued and celebrated. If you’re a nearly qualified or newly qualified actuary with strong experience in SAM, Valuations, and IFRS17, this opportunity is for you.
1 day ago

Actuarial Manager
Location: Johannesburg
Salary: Annually
Ready to take the next step in your actuarial career? We’re looking for an actuarial manager to lead a high-performing team in short-term insurance, driving insights, innovation, and impactful business solutions.
3 days ago

Actuarial Team Manager: Life Insurance
Location: Johannesburg
Salary: Market-Related
actuarial Team manager: Life Insurance Modelling – Johannesburg
38 days ago

IFRS 17 Specialist
Location: Johannesburg
Salary: 240 000 Annually
I’m on the hunt for a true unicorn. An IFRS Specialist with hands-on implementation experience in a financial services environment. This isn’t about theory or basic understanding. Our client is looking for a CA(SA) who has been in the trenches of IFRS 17, navigating its complexity and delivering results from planning to execution. If you’ve played a key role in the successful imp...
1 day ago

Head of Home Loans Collections
Location: Johannesburg
Salary:
Head of Home Loans CollectionsLead a strategic, high-impact collections function where you will design and implement recovery strategies, manage risk, and deliver measurable results. This is an opportunity to influence the full collections journey, engage with executive stakeholders, and drive operational excellence within a leading financial services organisation.Join a forward-thinking financial...
2 days ago

IFRS 17 Technical Specialist
Location: Johannesburg
Salary: 1 100 000 Annually
We’re partnering with a forward-thinking financial services group to find a Finance Technical Specialist ready to take ownership of high-impact finance functions, including the operationalization of IFRS 17 across the group. This role is ideal for a finance professional with deep technical expertise, strong reporting capabilities, and the drive to contribute to strategic transformation ...
3 days ago

Credit Analyst
Location: Johannesburg
Salary: Market Related
ð Take Your Quantitative Credit risk Career to the Next Level! Join a Leading Advisory Firm Working Across Africa, Europe, and the Middle East! ð
3 days ago

Finance Business Partner
Location: Johannesburg
Salary: 800000 Annually
Don’t just manage the numbers — shape the strategy. Step into a role where your financial expertise becomes a catalyst for growth and leadership.
7 days ago

Manager: Actuarial, Quants and Data Science (Market Risk)

Similar jobs you might be interested in:

Create a free job alert for Manager: Actuarial, Quants and Data Science (Market Risk) in Johannesburg