Quantitative Advisory, Credit Risk, Senior Consultant

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

The opportunity

Our EMEIA Quantitative Advisory Services (QAS) team works closely with other EY financial services risk practitioners, as well as our IT Advisory and Financial Accounting teams, bringing together the range of quantitative modelling and technical skillsets needed to support our clients' complex requirements. Driven by our strategic growth plans and industry change, our EMEIA QAS team is projected to see year-on-year growth over the next 3 years.

We offer our clients comprehensive solutions to industry wide challenges, including IFRS 9, Stress Testing, FRTB, and derivative valuation and xVA.

Your key responsibilities

As part of our team you will have the opportunity to work with many of the world's leading banks, and to leverage the deep knowledge and wide ranging skills and experience of your QAS colleagues.

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

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

  • Participate in Quantitative Risk engagements with a Credit 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 schedules that will be delivered to clients and other parties
  • Develop and maintain productive working relationships with clients while building strong internal relationships within the advisory practice and across other services
  • Maintain an educational program to continually develop personal skills

Skills and attributes for success

  • Good communicator who displays both technical knowledge and commercial understanding
  • Project management and good 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

  • 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 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent.
  • Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
  • Knowledge of Credit Risk & Financial Services Regulation - such as IFRS9
  • Experience in any of the following software development environments: VBA / Java / C++/ SQL / R / Matlab / .NET / SAS

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.

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