EY

Quantitative Analyst 1

Johannesburg, Gauteng, ZA

Company: EY

Category: Business and Financial Operations Occupations

Published on 2022-01-05T05:17:32.000000Z

The opportunity

We are looking to expand our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced individuals. QAS focusses 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.

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:

The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9 and Basel requirements 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.)

Your responsibilities

Participate actively in assigned QAS client engagements Assist with the build and delivery of client solutions, based on knowledge of clients’ agendas Develop informed views for clients on the implications of current and anticipated industry issues Assist with new business sales through identifying new client opportunities and playing a role in developing and driving sales campaigns

To qualify for the role, you must have:

Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus A minimum of 2 years relevant working experience

 Ideally, you will also have:

A willingness to learn and grow

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 assignments. In 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:

Support, coaching and feedback from some of the most engaging colleagues around Opportunities to develop new skills and progress your career The freedom and flexibility to handle your role in a way that’s right for you
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