Senior Valuation Officer

Senior Valuation Officer Role Location : South Africa , Johannesburg Department : Valuation Employment Type : Permanent Job Specification C hallenge and validate financial models for the valuation of complex exotic OTC derivatives and strategies (such as various types of swaps ( dispersion , varianc e , correlation , CMS ) or option s/ option strategies ( dual digital, dispersion, CMS , volatility straddle ) ; Regular ly valida te counterparty valuations for such complex financial derivatives under tight fund deadlines ; Analys e events (corporate or other) with regards to valuation , such as restructuring s 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 s trong 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.
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