Senior Manager, Quantitative Advisory Services - Derivative Val

London, United Kingdom
Sep 14, 2017
Oct 15, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time

About The Opportunity

As a DVC Senior Manager, you'll build valued relationships with external clients and internal peers and develop a portfolio of business by focusing on valuation related growth opportunities. You'll lead presentations and proposals for medium complex projects or elements of highly complex projects, and provide subject matter insight to bids and proposals.

Drawing on your skills, knowledge and experience, you'll create innovative commercial insights for clients, adapt methods and practices to fit client and cultural needs, and contribute to thought leadership. You'll package overall project findings into clear, concise, high-quality work products and act as a subject matter resource in Market Risk, leveraging knowledge and experience to service client problems.

Driving improvements in business processes, you'll serve as a role model for Quality & Risk Management and make sure that project teams understand and comply with our Q&RM guidelines. As a respected senior professional you'll communicate effectively with EY engagement partners and managers and work to build, manage and motivate high-performing teams, and help key staff to build sustainable competencies.

Client responsibilities

  • Provide industry-leading subject matter expertise across a variety of derivative pricing and valuation engagements.
  • Perform a project leadership role on DVC assignments, including negotiating scope and budgets, managing and contributing to delivery, performing technical review of work completed and ensuring deliverables meet both client expectations and EY standards.
  • Develop new market offerings and propositions for DVC, enhancing EY's internal offering.
  • Contribute to and lead proposals for advisory and assurance work.
  • Liaising internally with other EY teams and service lines in the UK, Europe and globally.
  • Perform overall quality & technical review of work delivered by the QAS team.
  • Participate in and, as required, lead FSRisk engagements.
  • Manage financial aspects of client engagements and communicate significant issues, estimates and fees to complete, to partners and clients.
  • Assist partners and directors with generating new business opportunities and building client networks and relationships.
  • Understand all our service offerings and actively identify opportunities to better serve clients.
  • Build strong internal relationships with in Advisory and across other services.

People responsibilities

  • Develop people through effectively supervising, coaching, and mentoring all levels of staff.
  • Conduct performance reviews and contribute to performance feedback for all levels of staff.
  • Contribute to people initiatives including recruiting, retaining and training FSRisk professionals.
  • Multi-tasking ability to deal with different engagements, thought leadership, proposals and people matter at the same time.
  • Maintain an educational program to continually develop personal skills.
  • Understand, follow and communicate workplace policies and procedures to all levels of staff.

Ideal experience and knowledge in the following areas:

  • Excellent knowledge 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.
  • Excellent knowledge of Derivative financial accounting practices, hedge effectiveness testing, independent price verification practices
  • Excellent knowledge of Modelling background, including experience in model development and model validation of Derivative Pricing, pricing models, in-house or third party valuation software
  • Substantial experience of comparing and contrasting observed derivative pricing and modelling against a framework of good practice.
  • Substantial 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
  • Excellent knowledge of statistical and numerical techniques and principles of the theory of probability.
  • Strong 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
  • Confident and credible communicator who displays both technical knowledge and commercial understanding;
  • Project management and excellent report writing experience
  • Excellent stakeholder and client management skills
  • Ability to drive business development and contribute to the growth of the EY market solutions

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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