Senior Valuation Officer
Description
Senior Valuation Officer
Role Location: South Africa, Johannesburg
Department: Valuation
Employment Type: Permanent
- Challenge and validate financial models for the valuation of complex exotic OTC derivatives and strategies (such as various types of swaps (dispersion, variance, correlation, CMS) or options/ option strategies (dual digital, dispersion, CMS, volatility straddle);
- Regularly validate counterparty valuations for such complex financial derivatives under tight fund deadlines;
- Analyse events (corporate or other) with regards to valuation, such as restructurings or special market developments;
- Prepare and present proposals for valuation decisions to the valuation committee including senior management;
- Monitor the fund’s compliance with relevant laws, regulations and fund documentation;
- Build bridges to clients and external parties like auditors or valuation service providers and communicate internally with all levels of the company to effectively achieve goals and meet expectations;
- Contribute efficiently to new projects such as the onboarding of new clients.
Skills Required
- At least 5 years of professional experience in a comparable role, eg in an asset management or a big4 company, corporate finance, deal or risk advisory;
- Background in a preferably quantitative discipline, eg master in mathematics, physics, engineering, econometrics;
- Excellent understanding of mathematical finance and financial modelling skills;
- Very strong command of ICE/SuperD GUI to set up complex OTC derivatives, Refinitiv, Bloomberg including Bloomberg Pricers;
- Team spirit and communication skills including a critical mindset;
- Flexibility and ability to manage various tasks under tight deadlines;
- Excellent understanding of the regulatory, valuation and accounting environment in Luxembourg for alternative asset managers (eg AIFM Directive resp. CDR 231/2013, CSSF 18/698, IFRS, CSA Valuation);
- Strong command of Microsoft Excel and Word;
- English proficiency; additional languages, especially German, are considered an asset.