Senior Consultant

Job details

---

Job description

---

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. EY-Quants - Senior Consultant – FSRM As a Senior consultant, you'll actively establish, maintain and strengthen internal and external relationships. With guidance from Senior Manager, you'll executive and identify potential business opportunities for Ernst & Young. Drawing on your knowledge and experience, you'll provide innovative commercial insights for clients; adapt methods and practices to solve complex client problems. You'll also actively contribute to improving operational efficiency on projects and internal initiatives. In line with Ernst & Young's commitment to quality, you'll consistently drive projects to completion and confirm that work is of a high quality. The opportunity The role is to be parts of team - on engagements will depend on the size of the engagement. You'll be expected to anticipate and identify risks and escalate any issues as appropriate. You'll help to create a positive learning culture, coach and counsel junior team members and help them to develop. Your Client Responsibilities Participate in Market Risk / Credit Risk engagements – iBOR, ECL Modelling etc. Participate in business development initiatives Build strong internal relationships within Ernst & Young Advisory Services and with other services across the organization Technical skills requirements: Internal Audit and Risk Management. A Master’s degree in Quantitative Finance, Mathematics, Economics or other relevant science disciplines Minimum of 5 years’ experience working in a Market Risk Management role Strong knowledge and understanding of Market Risk and XVA, experience working with both Vanilla and Exotic products. Experience applying risk metrics (VaR and Stress-testing) Proven track record working within the Capital Markets and products. Experience working with FRTB/Libor/iBOR, in particular the decommission of its models/framework Previous background covering valuation models, with the ability to apply your knowledge to the business. Or Capital management (regulatory capital, ICAAP and economic capital) Impairment modelling, management and forecasting - Focus areas the existing and IFRS 9 accounting standards, asset quality (provisioning adequacy) assessment. Credit risk models (PD, LGD, EAD, scorecards) Good understanding of the Basel II and III (CRD IV requirements) credit risk regulatory framework RWA calculation under Basel 2 & 3 Focus areas (governance, policy, process and control) Stress testing and scenario analysis Credit risk data and systems What Working At EY Offers At EY, we’re dedicated to helping our clients, from start–ups to Fortune 500 companies — and the work we do with them is as varied as they are. You get to work with inspiring and meaningful projects. Our focus is education and coaching alongside practical experience to ensure your personal development. We value our employees and you will be able to control your own development with an individual progression plan. You will quickly grow into a responsible role with challenging and stimulating assignments. Moreover, you will be part of an interdisciplinary environment that emphasizes high quality and knowledge exchange. Plus, we offer: Support, coaching and feedback 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 EY | Building a better working world EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.