Assurance - Associate / Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)
EYKuala Lumpur, Kuala Lumpur, Malaysia30+ days ago
Job descriptionIdentify sources of model risk through comprehensive review of all model components, challenging the assumptions and basis of component derivations Employ statistical modelling methodologies in validation and present results from both statistical and business perspectives Stay updated on industry developments in regulatory requirements and best practice modelling techniques Write high quality model validation reports and / or presentations Valuation of Financial Instruments Assist in developing valuation models to assess instruments using option pricing theory, fixed income and structured finance models, Monte Carlo simulation, and related quantitative analysis Review valuation approaches, methodologies, and client assumptions Project Management Ensure all modelling tasks are completed timely Build strong relationships with external clients and internal peers Mentor others and continually learn through client projects 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 Model Development & Validation, and Stress Testing Experience in a team-oriented environment with proven track record of managing teams and delivering in fast-paced environments Experience with analytical and risk management tools / systems (e.g., SAS, R, Python, VBA, Power BI) Strong analytical skills with ability to collect, organize, analyze, and disseminate significant information with attention to detail and accuracy Strong written communication and presentation skills to multiple levels of management Proven ability to work autonomously and in teams Continuous learning : You’ll develop the mindset and skills to navigate whatever comes next. Success as defined by you : We’ll provide tools and flexibility so you can make a meaningful impact, your way. Transformative leadership : We’ll provide 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.
Overview
EY Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia
Assurance - Associate / Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)
EY is looking to grow its Quantitative Analytics and Treasury Services (QATS) practice within FAAS. We are seeking a credit modelling and quantitative finance professional to provide independent quantitative analysis on financial instruments and model testing used for financial reporting, with opportunities to develop consulting skills and contribute to model governance and frameworks.
The QATS team uses sophisticated techniques from financial engineering to credit modelling to help clients develop risk models for pricing, risk management and regulatory compliance purposes. You will experience ongoing professional development through interactions with internal and external clients.
Responsibilities
- Credit Modelling
Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes
Perform independent valuation for a diverse range of financial instruments
Technically contribute to managing projects, packaging findings into clear, high-quality deliverables
Qualifications
To qualify for the role, you must have the following attributes :
What We Look For
Highly motivated individuals with excellent analytical skills and the ability to prioritize shifting workloads in a rapidly changing industry. An effective communicator, you’ll be a confident team player that collaborates with people from various teams while looking to develop your career in a dynamic organization.
The successful candidate must also be committed to staying at the cutting edge of credit risk modelling techniques, business developments and accounting standards. We’re seeking leaders who can anticipate and respond to issues in a global, evolving economy.
What We Offer
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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Senior Associate • Kuala Lumpur, Kuala Lumpur, Malaysia
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