Financial Services Advisory (FSA): Valuations Quantitative Manager

  • Deloitte
  • Midrand, South Africa
  • 17/11/2021
Full time


Main Purpose of Job:

To 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.

Key Responsibilities

  • Provide guidance to the team on suitable choices of modelling methodology and valuation principles by working closely with the head quantitative analyst
  • Review valuation models for a broad range of financial instruments; including derivatives, employee share schemes, BEE deals, financial guarantees
  • Play a key role in the strategic development of technology that automates and improves service offerings
  • Ensure that best practice valuation models and methodologies are presented to the team, and that these are clearly documented
  • Ensure that best practice valuation models and methodologies are implemented consistently
  • Remain a thought leader in the derivative valuations and risk space by researching relevant industry topics, and attending conferences and market events
  • Take initiative in identifying and implementing process improvement where required
  • Problem solving and issue resolution
  • 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


Qualifications and Experience Required: 

  • At minimum a bachelor’s honours degree in a scientific discipline. A master’s or doctor’s degree in financial mathematics, pure/applied mathematics, physics or engineering is an advantage
  • At least 6 years Practical experience and knowledge of the financial markets, with knowledge of the application of mathematics of finance and is required
  • Experience in an Object Oriented Programming language, e.g. C#, Java, Python. Good knowledge of C# and programming experience is a large advantage
  • Experience in VBA an advantage
  • Good knowledge of accounting standards, e.g. IFRS2, IFRS9 and IFRS13, an advantage
  • Strong MS Excel skills
  • MS Word and PowerPoint
  • LaTeX an advantage

Additional Information

Leadership Capabilities:

  • Living our Purpose - Acts as a role model, embracing and living our purpose and values, and recognizing others for the impact they make
  • Talent development - Develops high-performing people and teams through challenging and meaningful opportunities
  • Performance drive - Delivers exceptional client service; maximizes results and drives high performance from people while fostering collaboration across businesses and borders
  • Influence - Influences clients, teams, and individuals positively, leading by example and establishing confident relationships with increasingly senior people
  • Strategic direction - Understands key objectives for clients and Deloitte, aligns people to objectives and sets priorities and direction

Technical Competencies:

  • Understanding of the audit and advisory businesses, and their interaction with wider firm locally and globally, strategy and challenges
  • Notable experience on providing Strategic Insights to Partners
  • Project management experience
  • Excellent industry and business knowledge
  • Demonstrated leadership skills
  • Ability to interpret, communicate and implement strategy
  • Demonstrated execution of complex projects within timeframes and cost
  • Experienced in development and delivery of professional presentations
  • Excellent report writing skills
  • Solid financial knowledge

Behavioural Competencies:

  • Exceptional communication skills, both written and verbal with all levels of staff & leadership
  • Strong interpersonal and relationship-building skills
  • Excellent mentorship and coaching ability with desire to develop self and others
  • Strong client delivery focus
  • Highly adaptable, managing change and ambiguity with ease
  • Focus on quality and risk
  • Excellent problem-solving ability
  • Exceptional business acumen

*Please note that this job advertisement provides a summary of the capabilities required and all candidates shortlisted will receive a full list of capabilities.

We do not ask for any fees (refundable or non-refundable) at any stage of the job application and or recruitment process. We, therefore, appeal to job seekers not to respond to any such requests.