Quantitative Advisory, Market Risk, Senior Manager

London, United Kingdom
03 Feb 2019
07 Feb 2019
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time

EY is looking for a Quantitative Advisory Services Senior 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.

Your key responsibilities

The successful Quantitative Advisory Services Senior 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 Senior Manager in the team you can expect to be involved in the following activities:

  • Provide subject matter expertise across a variety of Market Risk engagements
  • Perform a project leadership role on operational risk 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
  • Perform overall quality & technical review of work delivered by the QAS team
  • 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, follow and communicate workplace policies and procedures to all levels of staff

    Skills and attributes for success

  • Clear and credible communicator who displays high levels of technical knowledge and commercial understanding
  • Sound project management and excellent report writing skills
  • Experience in dealing with senior stakeholders and external clients
  • Experience and to drive business development and contribute to the growth of the EY market solutions

    To qualify for the role you must have

  • 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
  • Excellent 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, Python
  • Ideally, you'll also have
  • Professional Qualification e.g. CQF / CFA / FRM / PRM

    What working at EY offers

    We offer an attractive remuneration package where you'll be rewarded for your performance. Our comprehensive Total Rewards package includes support for flexible working and career development, and with FlexEY you can select benefits that suit your needs, covering holidays, health and well-being, insurance, savings and a wide range of discounts, offers and promotions. Plus, we offer:

  • Support and coaching from some of the most engaging colleagues around
  • Opportunities to develop new skills and progress your career
  • The freedom and flexibility to handle your role in a way that's right for you

    About EY

    As a global provider of assurance, tax, transaction and advisory services, we're using the finance products, expertise and systems we've developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. Whenever you join, however long you stay, the exceptional EY experience lasts a lifetime. And with a commitment to hiring and developing the most passionate people, we'll make our goal to be the best employer by 2020 a reality. For you this will mean you have greater control over the work you are involved in and you will gain from exceptional training and coaching provided at EY. Feedback is an essential part of what we do and this will be forthcoming in order for you to maximize your potential and be part of a dynamic team.

    If you can demonstrate that you meet the criteria above, please contact us as soon as possible.

    Join us in building a better working world.

    Apply now.

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