EY FSO - Consulting BC Market Risk IBOR 

China, Hong Kong, Hong Kong Island 

109530249

FSO - Consulting - Business Consulting - Market Risk, IBOR (FRM) - Senior Associate - Hong Kong

• 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

• 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