EY Graduate Quant Associate - EY RDS 

Mauritius, Plaines Wilhems, Quatre Bornes 

619784625

Here at EY, you’ll have the chance to build a truly exceptional experience. We’ll empower you with the latest technology, surround you with high-performing teams, and provide the global scale and diverse and inclusive culture you need to discover your full potential. Through our coaching and training programs, you’ll develop the skillsets you need to stay relevant today and, in the future, – all while building a network of colleagues, mentors, and leaders who will be on the journey with you at EY and beyond.

You will experience professional development through diverse experiences, world-class learning and individually tailored coaching. That’s how we develop outstanding leaders who team to deliver on our promises to all of our stakeholders, and in so doing, play a critical role in building a better working world for our people, for our clients and for our communities.

• Financial derivative valuation:

o Bulk valuation of vanilla financial instruments

o Valuation of complex derivative portfolios

o Identification and valuation of embedded derivatives in structured deals o Scoping, design and implementation of valuation policies

o Review of interest rate term structure models

o Assessing hedge effectiveness

o Measurement and reporting of risk sensitivities

• Employee share option pricing:

o Development of valuation models for employee share options

o Fair valuation of employee share schemes

o Identification and pricing of embedded options in transactions

• Credit risk modelling and stress testing:

o Economic capital modelling

o Credit risk modelling for all asset classes (PD, LGD, EAD, RWA)

o IFRS 9 credit modelling

To qualify for the role, you must have

• At least a BCom or BSc in Actuarial Science, Financial Engineering, Mathematics, Statistics, or similar.

• A minimum overall academic average of 65% and above is required.

• An agile, growth-oriented mindset. What you know matters. But the right mindset is just as important in determining success. We’re looking for people who are innovative, can work in an agile way and keep pace with a rapidly changing world.

• A curious and purpose driven attitude. We’re looking for people who see opportunities instead of challenges, who ask better questions to seek better answers that build a better working world.

• An inclusive approach. We’re looking for people who seek out and embrace diverse perspectives, who value differences, and team inclusively to build safety and trust.

What’s In It For You

• Accelerate your technical capabilities and transformative leadership skills with future-focused courses and development programs.

• Broaden your horizons by working on highly integrated teams across the globe and collaborate with people of diverse backgrounds — both professionally and culturally.

• Bring out the best in yourself with continuous investment in your personal well-being and career development.

• Develop your own personal purpose and help us create a positive ripple effect on our teams, our business, clients and society – building a better working world, together.

• Study leaves for AIA/FIA or any other Professional Qualification approved by EY.

• Fully funded EY approved professional courses (EY education loan scheme conditions apply).

What You Can Expect

• Submit your CV and fully up-to-date academic transcripts when applying.

• Only shortlisted candidates can expect to be invited for an in person or video interview with one of our dynamic Graduate Recruiters.

We offer a competitive remuneration package where you’ll be rewarded for your individual and team performance. Our comprehensive Total Rewards package includes support for flexible working and career development. 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