Quantitative Advisory, Market Risk, Manager
- London, England, United Kingdom
- Permanent, Full time
- 16 Jan 19
Quantitative Advisory, Market Risk, Manager
OPPORTUNITIES AVAILABLE IN OUR BANGALORE OFFICE, PLEASE STATE ON YOUR COVER LETTER IF YOU WISH TO BE CONSIDERED
EY is looking for a Quantitative Advisory Services Manager to join the Market Risk team in our Canary Wharf offices. 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.
About The Opportunity
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
•Participate in Quantitative Risk and Assurance engagements
•Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
•Assist in preparing reports and schedules 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
•Strong understanding of derivative pricing used for the trading, risk management or calculation of regulatory capital requirements
•Awareness of financial accounting practices, hedge effectiveness testing, independent price verification practices
•Strong modelling background, including experience in model development and/or model validation of derivative pricing models and tools, in-house or third party valuation software and corresponding risk management models.
•Awareness of comparing and contrasting observed derivative pricing and modelling methods against a framework of good practice.
•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.
To qualify for the role you must have
•Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent.
•Knowledge or academic experience of statistical and numerical techniques and principles of the theory of probability.
•Experience in any of the following software development environments: VBA/Java/C++/SQL/ R/Matlab /.NET, Python
•Keen desire to continue developing and integrating quantitative skills within both a challenging and rewarding commercial environment
Ideally, you'll also have
•Great communication skills
•The ability to work with a variety of stakeholders at all levels
•A real desire to work as part of a team
What we are looking for
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.
What working at EY offers
We offer an attractive remuneration package where you'll be rewarded for your performance. Our comprehensive Total Rewards package includes support for flexible working and career development, and with FlexEY you can select benefits that suit your needs, covering holidays, health and well-being, insurance, savings and a wide range of discounts, offers and promotions.
Plus, we offer:
•Support and coaching from some of the most engaging colleagues around
•Opportunities to develop new skills and progress your career
•The freedom and flexibility to handle your role in a way that's right for you
As a global provider of 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 goal to be the best employer by 2020 a reality. For you this will mean you have greater control over the work you are involved in and you will gain from exceptional training and coaching provided at EY. Feedback is an essential part of what we do and this will be forthcoming in order for you to maximize your potential and be part of a dynamic team.
If you can demonstrate that you meet the criteria above, please contact us as soon as possible.
Join us in building a better working world.