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 clientsProject ManagementTechnically contribute to managing projects which includes packaging overall project findings into clear, concise and high-quality deliverables
Ensure all modelling tasks are completed timelyBuild valuable relationships with external clients and internal peersChallenge yourself to continually learn and teach, mentoring others while developing your own career through various exposures in client projectsSkills and Attributes for Success
Work effectively as a team member, sharing responsibility, providing support, maintaining communication and updating team members on progressHighly motivated, ability to multi-task, work independently under minimum supervision and deliver top-quality results in a fast-paced, dynamic environmentDedicated, innovative, resourceful, analytical and able to work under pressureExcellent analytical and problem-solving skillsStrong written and verbal communication skillsStrong drive to excel professionally, and to guide and motivate othersAdvanced written and verbal communication skillsDemonstrate integrity, values, principles, and work ethics within a professional environmentWhat 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 skillsIndustry 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 TestingExperience in working in a team-oriented environment with proven track record of managing teams and delivering in fast-paced and demanding environmentsExperience 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 accuracyStrong written communication and presentation skills to multiple levels of management and teamsProven ability to work autonomously and in teams#J-18808-Ljbffr