Assist clients in Quantitative Risk projects focused on Market Risk and Counterparty Credit Risk management
Manage and run projects effectively, conduct business analysis, collect user requirement, and perform user acceptance test and impact analysis
Effectively work with a diverse group of project stakeholders to influence strategic direction to meet business goals and support benefits realization
Monitor project progress; manage project risk
Demonstrate strong technical capabilities, professional knowledge, and ability to quickly assimilate new knowledge. Stay abreast of new developments in valuation and risk management methodology, current market practices in risk-finance alignment and theirs corresponding regulatory requirements Skills and attributes for success
Strong knowledge in Market Risk and / or Counterparty Credit Risk Methodologies and frameworks in banks and other financial institutions
Excellent interpersonal and communication skills
Self-motivated with a sense of ownership and accountability. Able to work independently and perform under pressure
Problem solver and adapter to dynamic changes of projects and market behaviour
To qualify for the role you must have
At least 5 years’ experience within a consulting firm, a bank or other financial institution’s risk management, valuation control or quantitative analytics related business functions
Bachelor’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Engineering or other numerical subjects from a reputable institution; an advanced degree and professional certification (e.g. FRM / CFA) will be a bonus
Demonstrate understanding of Derivative Pricing, Market Risk and CVA methodologies used for trading, risk management and regulatory capital requirement
Fluent in English and Chinese (both written and verbal). Ideally, you’ll also have
Previous programming experience in languages such as VBA, Python or MATLAB would be an advantage
Experience with IBOR transition is a plus What working at EY offers
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