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

EYKuala Lumpur, Kuala Lumpur, Malaysia

30+ hari lalu

Penerangan pekerjaan

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

Identify 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

Perform independent valuation for a diverse range 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

Technically contribute to managing projects, packaging findings into clear, high-quality deliverables

Ensure all modelling tasks are completed timely

Build strong relationships with external clients and internal peers

Mentor others and continually learn through client projects

Qualifications

To qualify for the role, you must have the following attributes :

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

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

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.

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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