EY is looking for a Quantitative Senior Consultant to join the Market Risk team. This is a rapidly growing area supported by an increased focus across the industry. That makes this a great time to join a high-profile team where you’ll be surrounded by some of the most interesting and knowledgeable colleagues around.
This position can be based in either London or Moscow.
Fundamental Review of the Trading Book (FRTB) is a key focus area for the Quantitative Advisory Services practice and a strategic value proposition and part of the broader Corporate and Investment Banking Transformation Solutions. FRTB regulations have a significant impact on the front to back market risk management capabilities and technology landscape of global investment banks. EY has been an early mover on FRTB and has been extensively helping our clients mobilise strategic change and regulatory compliance programmes across business and technology. Do you think you have what it takes to develop into a market leading expert in a fast evolving and exciting growth area?
Your key responsibilities
At EY you will be involved in client engagements and internal projects. An important part of your role will be establishing, maintaining and strengthening internal and external client relationships. You will also identify and escalate potential business opportunities for EY on existing engagements.
As a member of the team you can expect to be involved in the following activities:
- Participate in and lead in Quantitative Risk engagements with a Market Risk focus
- Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
- Assist in preparing reports and project plans that will be delivered to clients and other parties
- Develop and maintain productive working relationships with client personnel
- Build strong internal relationships within Advisory and across other services
Skills and attributes for success
- Confident and credible communicator with good technical knowledge and commercial understanding
- Project management and strong report writing skills
- Experience in stakeholder and client management
- Ability to drive business development and contribute to the growth of the EY market solutions
To qualify for the role you must have
- Relevant experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.
- Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
- Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally experience in FRTB and CRDIV or calculation of regulatory capital requirements.
- Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.
- Experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET
What we look for
More than anything we are interested to hear from people with the right attitude for the job! That’s naturally entrepreneurial people that feed on the energy of a thriving global team. You’ll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. If you’ve got big ideas on how we can do better, as well as the confidence to voice them, this role is for you.
As a global leader in assurance, tax, transaction and advisory services, we’re using the finance products, expertise and systems we’ve developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. Whenever you join, however long you stay, the exceptional EY experience lasts a lifetime. And with a commitment to hiring and developing the most passionate people, we’ll make our ambition to be the best employer by 2020 a reality.