Senior Consultant - Quantitative Advisory - Derivatives

Employer
EY.
Location
London, United Kingdom
Salary
Competitive
Posted
Aug 14, 2017
Closes
Sep 20, 2017
Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Location: London, Canary Wharf



Salary Level: Competitive

The Derivative Valuation Centre (DVC) is a fast-growing team sitting within Quantitative Advisory Services (QAS) practice.

As a DVC Senior Consultant, you will contribute technically to external client engagements and internal projects.

Client responsibilities

Participate in Derivative pricing and valuation focused engagements

Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress

Assist in preparing reports and schedules that will be delivered to clients and other parties

Ideal experience and knowledge in the following areas:

  • Demonstrable understanding of derivative pricing across multiple asset classes, latest market practices on derivative pricing adjustments and XVA modelling used for the trading, risk management or calculation of regulatory capital requirements.
  • Experience of financial accounting practices, hedge effectiveness testing, independent price verification practices
  • Modelling background, including experience in model development and/or model validation of derivative pricing models and tools, in-house or third party valuation software and corresponding risk management models.
  • Knowledge of comparing and contrasting observed derivative pricing and modelling methods against a framework of good practice.
  • Experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.
  • Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent. / Professional Qualification e.g. CQF / CFA / FRM / PRM
  • Practical experience and good knowledge of statistical and numerical techniques and principles of the theory of probability.
  • Experience in any of the following software development environments: VBA/ Java / C++/ SQL/ R / Matlab / .NET
  • Keen desire to continue developing and integrating quantitative skills within both a challenging and rewarding commercial environment
  • Excellent report writing skills

Experience with managing expectations of both internal and external stakeholders EY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities. While our client-facing professionals can be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance.

EY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities. While our client-facing professionals can be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance.