Advisory Services Experienced Staff - Risk - Financial Services Risk Management - Market Risk

Job description

Across the banking and capital markets, insurance, asset management, energy and corporate treasury sectors, our clients require integrated risk management and regulatory advice. You’ll help them by providing strategy and implementation support. You’ll work in high-performing teams alongside risk management professionals, quantitative analysts, risk technology architects, control professionals and former regulators. Together, you’ll help clients better assess and improve their risk and regulatory frameworks.

Your career is yours to shape. But we’ll provide a structured framework that allows you to grow. And with a network stretching around the globe, you’ll gain valuable insight across industries and geographies. So whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

Technical skills requirements

 

To qualify, candidates must have:

·  Specialization in MBA (Finance)
·  Familiarity with capital market products, banking book products and various capital regulations
·  Knowledge of any analytical programming and/or software programming is preferable
·  A desire to develop and integrate quantitative skills within a required scope of designing and implementing business services
·  Strong written and verbal communication skills
·  Excellent English and Baseline / Progressing Communication/Influence
·  Respond to important issues by clarifying, reinforcing and summarizing conversations
·  Produce accurate, brief and clearly written documents tailored to audience needs and expectations
·  Baseline teamwork
·  Take responsibility for understanding and fulfilling assigned roles and key responsibilities
·  Actively participate in and contribute to team discussions
·  Seek advice and support from sources outside team initiated and supported by supervisor

Key Responsibilities

 

Candidates have the opportunity to:

·  Perform derivative valuation and market, credit risk measurement modeling using various market data sources like Bloomberg, Reuters, Tullett Prebon, ICAP, Super-Derivatives etc
·  Use financial derivative software’s like FinCAD, Oberon, NumeriX, Risk/Credit Metrics, and internal models developed in Matlab and Microsoft Excel VBA
·  Perform capital adequacy assessments according to Basel guidelines
·  Research emerging industry trends, regulatory guidance, and best practices
·  Model, validate and implement quantitative risk management services for market, credit, liquidity, operational risk and treasury systems, as well as support the documentation and testing of the same
·  Develop and validate market / credit risk models and methodologies