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Senior Valuation Officer

Apex Group Ltd

Apex Group Ltd

Johannesburg, South Africa
Posted on Wednesday, July 3, 2024


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.