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Senior Consultant, Quant, Market Risk

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Senior Consultant, Quant, Market Risk

London

Market Risk team in EY are looking to offer a unique opportunity to a Senior Consultant to join their growing and prestigious business in London to work as a Quantitative Analyst for our Financial Services clients.

You will be able to apply your passion and experience for quants and establish a fulfilling career working on some of the most prestigious projects for some of the world's largest organisations within the financial services sector. This EY team is the top practice in the Market Risk and derivative pricing market

What makes this unique? you may currently be working in the quantitative field for example: finance, machine learning, data science, etc. but have passion to learn nuisances of derivative products pricing and their risk management, this could be your next career step. Along, with steep learning, you will have opportunity to expand your professional network across multiple Investment Banks within the industry. Additionally, the existing team have the unique privilege to get involved in several non-BAU projects including with cryptocurrencies and sustainability (ESG).

The Opportunity

  • A unique experience working with some of the industry's leading quantitative minds; you will be surrounded by passionate and equally enthusiastic experts who will mentor and guide you through your success at EY
  • Not limited to working on the same projects every day; you will have the opportunity to work on a variety of activities across various IBs both in and outside of quantitative finance
  • A flexible working environment and working arrangements
  • Amazing opportunity to further develop your skills and take on new challenges - skills not just include analytical but also soft skills to master your presentation in front of senior stakeholders and negotiation skills as part of sales team
  • Opportunities to progress your career, as proven by the existing team, due to exceptional success and growth

Your key responsibilities

  • Working with clients on modelling challenges across various aspects of traded risk
  • Working closely with other risk practitioners, IT advisory and Finance teams to support quantitative modelling on client's complex requirements
  • Participating in Quantitative Risk and Assurance engagements such as derivatives pricing, risk modelling for both market risk and counterparty credit risk
  • Contributing to non-BAU activities such as expanding our crypto footprint, sustainability, internal pricing model development etc., and working closely with senior stakeholders both within and outside EY

Skills and attributes for success

  • Solid experience in Quantitative Market Risk Finance Field or related field in machine learning / data science
  • Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements.
  • Hands on experience in FRTB or IBOR transition projects is highly preferred
  • Strong academe or hands on experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
  • Quant background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
  • Professional Qualification e.g. CQF / CFA / FRM / PRM would be preferred

To qualify for the role you must have some or all of the following:

  • We're interested in intellectually curious people, with a genuine passion for finding and implementing innovative ways to nurture growth. We'll look to you to have the ability to express big ideas to senior leaders while also having the drive to build your own technical skills. If you're ready to make your mark in a team that's poised to take the industry by storm, this role is for you.
  • EY recognises that it has clear obligations towards all its people and the community at large to ensure that partners, employees and job applicants are afforded equal opportunities to enter employment and progress within the firm. As an employer committed to establishing an inclusive environment free from unlawful discrimination, the firm promotes the fair treatment of staff members and job applicants regardless of their sex, gender identity, marital or civil partnership status, race, ethnic or national origin, disability, religion, sexual orientation, age or pregnancy/maternity status. No job applicant, partner or staff member will receive unfair treatment on any protected grounds.

What working at EY offers

We offer a competitive remuneration package where you'll be rewarded for your individual and team performance. Our comprehensive Total Rewards package includes support for flexible working and career development, and with FlexEY you can select benefits that suit your needs, covering holidays, health and well-being, insurance, savings and a wide range of discounts, offers and promotions. Plus, we offer:

  • Support, coaching and feedback from some of the most engaging colleagues around
  • Opportunities to develop new skills and progress your career
  • The freedom and flexibility to handle your role in a way that's right for you

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.

Apply now.

UKFSConsulting2024

Senior Consultant, Quant, Market Risk

EY
London, UK
Full-Time

Published on 04/10/2024

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