Quantitative Advisory, Market Risk, Manager

London, United Kingdom
Sep 04, 2017
Sep 11, 2017
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time

EY is looking for a Quantitative Advisory Services Manager to join the Market Risk team in our Canary Wharf offices. This is a rapidly growing area supported by an increased focus across the industry. That makes this a great time to join a high-profile team where you'll be surrounded by some of the most interesting and knowledgeable colleagues around.

The opportunity

Fundamental Review of the Trading Book (FRTB) is a key focus area for the Quantitative Advisory Services practice and a strategic value proposition and part of the broader Corporate and Investment Banking Transformation Solutions. FRTB regulations have a significant impact on the front to back market risk management capabilities and technology landscape of global investment banks. EY has been an early mover on FRTB and has been extensively helping our clients mobilise strategic change and regulatory compliance programmes across business and technology. Do you think you have what it takes to develop into a market leading expert in a fast evolving and exciting growth area?

Your key responsibilities

The successful Quantitative Advisory Services Manager will lead client engagements and internal projects. An important part of your role will be actively establishing, maintaining and strengthening internal and external client relationships. You will also identify and escalate potential business opportunities for EY on existing engagements.

As a Manager in the team you can expect to be involved in the following activities:

* Participate in and lead in Quantitative Risk engagements with a Market Risk focus

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

* Assist in preparing reports and project plans that will be delivered to clients and other parties

* Develop and maintain productive working relationships with client personnel

* Build strong internal relationships within Advisory and across other services * Conduct performance reviews and contribute to performance feedback for staff

* Contribute to people initiatives including recruiting and retaining FS Risk professionals

* Maintain an educational program to continually develop personal skills

Skills and attributes for success

* Confident and credible communicator who displays both technical knowledge and commercial understanding

* Project management and excellent report writing skills

* Experience in stakeholder and client management

* Ability to drive business development and contribute to the growth of the EY market solutions

To qualify for the role you must have

* Demonstrable, relevant 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 a 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 experience in FRTB and CRDIV or calculation of regulatory capital requirements

* Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.

* Strong experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET Ideally, you'll also have

* Professional Qualification e.g. CQF / CFA / FRM / PRM

What we look for

We are interested to hear from people with the right attitude for the job! That's naturally entrepreneurial people that feed on the energy of a thriving global team. You'll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. If you've got big ideas on how we can do better, as well as the confidence to voice them, this role is for you.

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.

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