EY Senior Derivatives Valuation Consultant - Financial Services 

Belgium, Flemish Brabant 

176725053

Key Responsibilities

We are looking for a skilled quantitative professional, who will combine working on advisory engagements with audit support engagements for top Belgian and European financial institutions. The ability to drive work forward to a conclusion, to find pragmatic solutions to complex problems and to explain them convincingly, are key factors to be successful in this role. Building on a strong foundation of technical knowledge, you will further develop into a leading international expert in the field of quantitative modelling.

• You participate in engagements in the Risk practice, in the quantitative space, both from an advisory and an assurance perspective
• An important part of your job will be the independent valuation of (complex) derivative instruments. Some typical tasks:

• Develop and apply EY tools & models for valuation of financial instruments
• Participate to model development and model validation exercises, including risk models
• Identify new areas for further development of EY tools & models, including the innovative application of machine learning in this application domain.

• You coordinate the workload in various projects, and develop productive working relationships with internal and external clients
• You prepare concise, complete and convincing reports on the work done, and present it to more senior colleagues and clients
• You act as a team member, coaching and supervising junior staff, seeking guidance from senior colleagues as needed, and keeping everybody informed on the progress of the assignment

Skills and Attributes for Success

• Master degree in Physics, Mathematics, Statistics, Computer Science or relevant quantitative field
• Between 3-6 years of relevant professional experience, ideally in the valuation control department, or the validating team of a bank. Other relevant experiences are front office quant or model or member of the model development team.
• Solid understanding of quantitative modeling techniques and practical experience with derivative pricing in one or more asset classes (FX, rates, equity, …) is mandatory.
• Experience with building (risk) reports and experience with communication around (mathematical) complex issues at management level is a major plus
• Knowledge of some key vendor packages, and some frequently used programming languages (Python, R) in the risk and/or valuation domain is mandatory. Experience with Matlab, C++ or other languages is a plus.
• Proficient level of business English and good communication skills; knowledge of Dutch and/or French is a major asset
• Team spirit, but self-sufficient and autonomous
• Pragmatic approach, with the ability to self-motivate and inspire the members of a team
• Eagerness to learn more about the Financial Services market in Belgium and Europe.

• You will be part of a leading global professional services firm.
• You will be part of the EY family where everyone is willing to offer support and senior management is very accessible.
• You will join a dynamic and growing team with a great mix of young and experienced professionals focusing on financial services.
• You will get extensive trainings on technical matters, as well as soft skills and project management, and you will have access to new technologies and innovative equipment.
• We are proud of our flexible working arrangements, and we will support you to build a successful career and deliver excellent client service, without sacrificing your personal priorities.
• While our client-facing profession might require part-time working at client site and business traveling at times, we are committed to helping you achieve a lifestyle balance.