Senior Valuation Officer

Role Location: South Africa, Johannesburg
Department: Valuation

Employment Type: Permanent

Job Specification

• 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.