EY Quantitative Analytics Valuation Credit Modeling Senior Associate 

Malaysia, Kuala Lumpur 

281456966

independent quantitative analysis on various financial instruments, investments and model testing used for the purpose of financial reporting. Included are opportunities to develop individual consulting skillsets and to provide services in areas of model governance and frameworks.

The service we provide within EY cover a broad spectrum of responsibilities faced with respect to financial instruments valuations and credit modelling. You will experience ongoing professional development through interactions with internal and external clients.

Your key responsibilities:

• Valuation of Financial Instruments
  • Perform independent valuation for a diverse range of financial instruments
  • Assist in developing valuation models to assess a variety of financial instruments adopting option pricing theory, fixed income and structured finance models, Monte Carlo simulation, statistical analysis, and other quantitative analysis
  • Provide assistance in review of valuation approach, methodology, and assumptions adopted by clients

• Credit Modelling
  • Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes
  • Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenging the assumptions and basis of which the components are being derived
  • Employ statistical modelling methodologies in performing validation and produce results to be analyzed from statistical as well as business perspective.
  • Keep updated on industry developments in terms of regulatory requirements and best practice modelling techniques
  • Write high quality model validation reports and/or presentations
• Project Management
  • Technically contribute to managing projects which includes packaging overall project findings into clear, concise and high-quality deliverables
  • Ensure all modelling tasks are completed timely
• Build valuable relationships with external clients and internal peers
• Challenge yourself to continually learn and teach, mentoring others while developing your own career through various exposures in client projects

Skills and attributes for success

• Work effectively as a team member, sharing responsibility, providing support, maintaining communication and updating team members on progress
• Highly motivated, ability to multi-task, work independently under minimum supervision and deliver top-quality results in a fast-paced, dynamic environment
• Dedicated, innovative, resourceful, analytical and able to work under pressure
• Excellent analytical and problem-solving skills
• Strong written and verbal communication skills
• Strong drive to excel professionally, and to guide and motivate others
• Advanced written and verbal communication skills
• Demonstrate integrity, values, principles, and work ethics within a professional environment
• Good project management skills

• Within 6 months of joining, the candidate should:
  • Understand the mechanics and valuation methodology behind various derivative financial instruments and perform valuation for such financial instruments using EY developed tools
  • Understand how various credit risk parameters are developed and validated
  • Gain basic understanding on programming languages, such as R, Python, SAS and VBA.
  • Work independently with minimum supervision and take ownership on the projects assigned

• Within 1 year of joining, the candidate should:
  • Confidently manage client and resolve issues typically encountered by client with regards to valuation or credit risk parameters quantification
  • Explain to general non-technical audiences on the rationale of the assumptions, methodologies and movements of various credit risk parameters
  • Adaptive and committed in intense environment and tight deadlines in providing deliverables to stake holders
  • Excellent time management and prioritize various projects allocated
  • Able to work together within the team and actively provide guidance to junior staffs in order to deliver high quality work products

To qualify for the role, you must have the following attributes:

• Bachelor's or master's degree in a quantitative field e.g. mathematics, statistics, quantitative finance, data science, business analytics, physics, financial engineering or engineering with programming skills
• Industry related certification is a plus (e.g., FRM, CFA)
• For senior role, minimum 2 years of relevant experience in any of the following areas: Valuation, Model Development & Validation, and Stress Testing
• Experience in working in a team-oriented environment with proven track record of managing teams and delivering in fast-paced and demanding environments
• Experience in analytical and risk management tools/systems (e.g. SAS, R, Python, VBA, Power BI)
• Strong analytical skills with the ability to collect, organize, analyze, and disseminate significant amounts of information with attention to detail and accuracy
• Strong written communication and presentation skills to multiple levels of management and teams
• Proven ability to work autonomously and in teams

Ideally, you’ll also have

• Prior working experience in global professional services organization or mid-tier firms in similar areas will be highly advantageous
• Prior working experience in banking industry, specifically, credit model development or validation will be highly advantageous

What we offer

• Continuous learning:You’ll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you:We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership:We’ll give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture:You’ll be embraced for who you are and empowered to use your voice to help others find theirs.