Senior Consultant, Quant, Market Risk
London
The Market Risk team in EY is looking to offer a unique opportunity to a Senior Consultant to join their growing and prestigious business in London to work as a Quantitative Analyst for our Financial Services clients.
You will be able to apply your passion and experience for quants and establish a fulfilling career working on some of the most prestigious projects for some of the world's largest organisations within the financial services sector. This EY team is the top practice in the Market Risk and derivative pricing market.
The Opportunity
* A unique experience working with some of the industry's leading quantitative minds; you will be surrounded by passionate and equally enthusiastic experts who will mentor and guide you through your success at EY.
* Not limited to working on the same projects every day; you will have the opportunity to work on a variety of activities across various IBs both in and outside of quantitative finance.
* A flexible working environment and working arrangements.
* Amazing opportunity to further develop your skills and take on new challenges – skills not just include analytical but also soft skills to master your presentation in front of senior stakeholders and negotiation skills as part of the sales team.
* Opportunities to progress your career, as proven by the existing team, due to exceptional success and growth.
Your key responsibilities
* Working with clients on modelling challenges across various aspects of traded risk.
* Working closely with other risk practitioners, IT advisory and Finance teams to support quantitative modelling on client’s complex requirements.
* Participating in Quantitative Risk and Assurance engagements such as derivatives pricing, risk modelling for both market risk and counterparty credit risk.
* Contributing to non-BAU activities such as expanding our crypto footprint, sustainability, internal pricing model development etc., and working closely with senior stakeholders both within and outside EY.
Skills and attributes for success
* Solid experience in Quantitative Market Risk Finance Field or related field in machine learning/data science.
* Strong academic background including at least a 2.1 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 calculation of regulatory capital requirements.
* Hands-on experience in FRTB or IBOR transition projects is highly preferred.
* Strong academic or hands-on experience in any of the following software development environments: Python/Java/C++/SQL/R/.NET.
* Quant background, including experience in model development and model validation of derivative products pricing, market risk and CVA models.
* Professional Qualification e.g. CQF/CFA/FRM/PRM would be preferred.
What working at EY offers
We offer a competitive remuneration package where you’ll be rewarded for your individual and team 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.
* Support, coaching and feedback 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.
If you can demonstrate that you meet the criteria above, please contact us as soon as possible.
The exceptional EY experience. It’s yours to build.
Apply now.
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