Professional in Derivatives, Market Risk and Counterparty Credit Risk

Job description

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. 

 

The opportunity

 

We are currently seeking highly motivated people to join our Consulting practice which is a leading provider of risk management services to the banking and insurance sector as well as large corporates in other industries. Our services include, among others, supporting our clients in market risk, derivatives pricing and counterparty credit risk model development and validation, trading book regulatory requirements and impact assessment as well as overall treasury and market risk management frameworks and controls. You will be part of a team of highly skilled professionals participating in challenging projects for major global investment banks as well as clients in Greece. Working in this creative environment, you will be given the opportunity to take responsibility and build valued relationships with external clients and internal peers. You’ll build the skillsets and growth mindsets to become the leader you want to be. There’s never been a more exciting time to join EY Consulting!

Skills and attributes for success

Strong analytical, problem solving and interpersonal skills with an ability to interact with teams at all hierarchical levels. Strong attention to detail with a logical and methodical approach. Excellent business acumen and commercial awareness.

To qualify for the role you must have

 

•    Excellent academic background, including a bachelor and a master degree in Mathematics, Econometrics, Engineering, Economics, Finance or other related field with strong quantitative focus. Ph.D. will be considered an asset.
•    Experience on one or more of the following:

·  Financial instruments/derivatives valuation and risk management
·  Market risk model development and/or implementation.
·  Market risk monitoring/reporting.
·  Counterparty credit risk and CVA.

•    Skills in quantitative programming (e.g. R, Python, Matlab, VBA).
•    Strong analytical, problem solving and critical thinking skills.
•    Willingness to learn and continuously expand technical and business skills.
•    Strong communication, presentation and writing skills in English and Greek. Knowledge of additional languages will be considered an asset.
•    Excellent interpersonal skills and ability to work effectively within a team.
•    Project management skills.
•    Willingness and ability to travel and work abroad for international projects.

Ideally, you’ll also have

 

•    Knowledge of market risk related regulatory requirements and accounting treatment.
•    Experience in market risk model testing and validation.
•    Experience in quantitative and qualitative analysis of risk exposures (risk measures, scenario analysis, stress testing).

 

What we look for

Building a better working world is our firm’s broader ambition to become the world’s most trusted, distinctive professional services organization. We need people worthy of trust, who demonstrate enthusiasm, passion to grow fast and are highly motivated to support this purpose. What’s most important is that you’re dedicated to working with your colleagues as part of a high-performing team. You’ll need to demonstrate enthusiasm, high motivation and passion to develop fast in a multinational working environment. You’ll need to thrive in picking up new skills and talents as you go, so natural curiosity, a lot of questions and the confidence to speak up when you see something that could be improved are essential. If you’ve got the right combination of technical knowledge and communication skills, this role is for you.

 

What we offer

 

We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business.  Plus, we offer:

 

•    Continuous learning: You’ll develop the mindset and skills to navigate whatever comes next.
•     Success as defined by you: We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
•     Transformative leadership: We’ll give you the insights, coaching and confidence to be the leader the world needs.
•     Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.

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.
 

 

EY | Building a better working world 

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.  

Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate.  

Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.