Fs-risk Consulting-fsrm - Qtb-senior

Ernst & Young Global Ltd

Not specified; not specified; premium benefits inc...
**
Strong coding skills in python and c++
Knowledge of derivative pricing concepts
Understanding of stochastic calculus and probability
** Ernst & Young is seeking a Senior Consultant for their Financial Services Risk Management (FSRM) group, specifically within the Quantitative Trading Book (QTB) team. The role focuses on enhancing risk and valuation processes for global financial institutions, requiring strong quantitative skills and experience in risk management. **

Job Summary

  • This role offers the opportunity to work within EY's Financial Services Risk Management group supporting leading global financial institutions.
  • You will apply quantitative skills to enhance risk and valuation processes while supporting regulatory compliance and driving better decision-making.
  • EY provides a flexible environment with world-class experiences, premium benefits, and opportunities for continuous professional development.

Matching Summary

Match Score: 75

** Ernst & Young is seeking a Senior Consultant for their Financial Services Risk Management (FSRM) group, specifically within the Quantitative Trading Book (QTB) team. The role focuses on enhancing risk and valuation processes for global financial institutions, requiring strong quantitative skills and experience in risk management. **

Salary

Not specified; Not specified; Premium benefits including health, wellness, and learning opportunities

Skills & Requirements

Must-have

  • Strong coding skills in Python and C++
  • Knowledge of derivative pricing concepts
  • Understanding of stochastic calculus and probability
  • Experience with Monte Carlo and finite difference methods
  • Model development, validation, and audit procedures

Nice-to-have

  • Exposure to AI/ML methodologies in risk management
  • Experience with Murex or Calypso systems
  • Awareness of emerging market trends
  • Excellent communication and problem-solving skills
  • Willingness to travel based on client needs

Key Requirements

  • Undergraduate or graduate degree in quantitative disciplines
  • PhD in quantitative topics preferred
  • Regulatory knowledge in FRTB Basel and CCAR
  • Professional certifications like CQF, FRM, PRM, or RAI are a plus

Work Rights

Not specified

Tailored Resume

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