Associate - Quantitative Advisory - Credit Risk - LON009IX
EY is looking for a Quantitative Advisory Services Associate to join the Credit Risk team in our Canary Wharf offices.
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’ highly specific and 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 in our key hubs: the United Kingdom, Germany, France, Italy and Belgium.
We offer our clients comprehensive solutions to industry wide challenges, including IFRS 9, Stress Testing, FRTB, and derivative valuation and xVA.
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. You will deliver solutions to our clients that support the enhancement of liquidity risk management frameworks, helping to with improve client organizations’ governance, policies, processes and infrastructures.
As a Quantitative Advisory Services Associate 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.
- 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 client personnel
- Build strong internal relationships within the advisory practice and across other services
The person we are looking for:
- 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
- Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
- Modelling knowledge
- Experience in any of the following software development environments: VBA / Java / C++/ SQL / R / Matlab / .NET / SAS
Who we are
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.