Our client is a multinational professional services provider offering audit, tax, and advisory services to a diverse range of clients worldwide. They are looking for a Nearly or Newly Qualified Actuary to join their Quantitative Risk team. The purpose of the role is to develop and implement quantitative models to solve complex financial and risk-related challenges, as well as to design, test and deploy derivative and valuation models across a wide range of instruments. 

Candidates who are interested should have at least 2 years’ professional experience in the valuation of derivatives and financial instruments and a passion for delivering quantitative modelling solutions to real-world problems. Technical knowledge of programming languages such as Python, R and Matlab would be an advantage. You should have strong interpersonal skills and the ability to work collaboratively in a team environment, helping people move through challenges and instilling confidence. You should have excellent project management and organisational skills with the ability to manage and prioritise multiple projects and work to deadlines. 

Responsibilities will include: 

• Developing and implementing quantitative models to solve complex financial and risk-related challenges for our clients.  

• Designing, testing and deploying derivative and valuation models across a wide range of instruments.  

• Building and assessing hedging strategies for market risk exposures, including hedge effectiveness testing and support for hedge accounting under applicable financial reporting frameworks.  

• Collaborating closely with internal teams and clients to ensure that solutions are fit-for-purpose and deliver clear value.  

• Assisting clients with financial instrument valuations including complex derivatives and corporate finance valuations structured deals.  

• Managing risks by following company policies and consulting.  

• Taking ownership and being driven to see tasks and projects through to success—both independently and in leadership of others.  

For more information, please contact Jurie ([email protected] or +27 (0)82 474 1298).