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Assurance - Associate / Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)

Ernst & Young Advisory Services Sdn BhdKuala Lumpur, Kuala Lumpur, Malaysia

30+ days ago

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.

We are looking to grow our Quantitative Analytics and Treasury Services (“QATS”) practice within the Financial Services - Financial Accounting Advisory Services (“FAAS”) . More concretely we are looking for credit modelling and quant finance individual to support Assurance teams with independent quantitative analysis on various financial instruments and model testing used for the purpose of financial reporting.

The Opportunity

The service we provide within EY cover a broad spectrum of responsibilities faced with respect to financial instruments valuations and expected credit loss modelling. You will experience ongoing professional development through interactions with internal and external clients.

The QATS team at EY uses sophisticated techniques from financial engineering to credit modelling to assist clients to develop risk models for pricing, risk management and regulatory compliance purposes.

Your Key Responsibilities

Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes
Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenging the assumptions and basis of which the components are being derived
Employ statistical modelling methodologies in performing validation and produce results to be analyzed from statistical as well as business perspective.
Keep updated on industry developments in terms of regulatory requirements and best practice modelling techniques
Write high quality model validation reports and / or presentations
Valuation of Financial Instruments
Perform independent valuation for a diverse range of financial instruments

Assist in developing valuation models to assess a variety of financial instruments adopting option pricing theory, fixed income and structured finance models, Monte Carlo simulation, statistical analysis, and other quantitative analysis

Provide assistance in review of valuation approach, methodology, and assumptions adopted by clients

Project Management

Technically contribute to managing projects which includes packaging overall project findings into clear, concise and high-quality deliverables

Ensure all modelling tasks are completed timely

Build valuable relationships with external clients and internal peers

Challenge yourself to continually learn and teach, mentoring others while developing your own career through various exposures in client projects

Skills and Attributes for Success

Work effectively as a team member, sharing responsibility, providing support, maintaining communication and updating team members on progress

Highly motivated, ability to multi-task, work independently under minimum supervision and deliver top-quality results in a fast-paced, dynamic environment

Dedicated, innovative, resourceful, analytical and able to work under pressure

Excellent analytical and problem-solving skills

Strong written and verbal communication skills

Strong drive to excel professionally, and to guide and motivate others

Advanced written and verbal communication skills

Demonstrate integrity, values, principles, and work ethics within a professional environment

What 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.

Qualifications

Bachelor's or master's degree in a quantitative field e.g. mathematics, statistics, quantitative finance, data science, business analytics, physics, financial engineering or engineering with programming skills

Industry related certification is a plus (e.g., FRM, CFA)

For senior role, minimum 2 years of relevant experience in any of the following areas : Model Development & Validation, and Stress Testing

Experience in working in a team-oriented environment with proven track record of managing teams and delivering in fast-paced and demanding environments

Experience in analytical and risk management tools / systems (e.g. SAS, R, Python, VBA, Power BI)

Strong analytical skills with the ability to collect, organize, analyze, and disseminate significant amounts of information with attention to detail and accuracy

Strong written communication and presentation skills to multiple levels of management and teams

Proven ability to work autonomously and in teams

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Senior Associate • Kuala Lumpur, Kuala Lumpur, Malaysia