EY Consultant Quantitative Model Developer - Financial Risk Team 

Czechia, Prague, Prague 

627060427

We keep up with the latest technologies, approaches and hot topics. Our clients are mainly banks, insurance companies and funds, both in the Czech Republic and abroad. As our new colleague, you will support us in quantitative projects (typically model development or validation) in the areas of either Credit or Market Risk. We also support our clients with the implementation of the latest approaches (FRTB, SA-CCR, IRB), methodologies and regulations.

Your role would be to participate in our projects related to quantitative risk management for top tier-I global clients and local regional clients. The specific project role would be agreed based on your experience and your skill sets.

On theCredit Riskside, we are involved for example in IRB modelling, implementation of new regulatory aspects, IFRS 9 models. We also extend models and processes to capture new types of risk like the Environmental, Social and Governance Risk or industry-specific ones.

On theside, the projects involve the fundamental review of the trading book (FRTB) initiatives, counterparty credit risk projects, validation initiatives of front-office pricing models and other related topics.

• Experience in the area of quantitative financial risk management – either from your studies or practical work experience
• Knowledge or interest in at least one of the topics relevant for our current projects. Moreover, we seek the willingness to better understand / master the topics
• A university degree focused on mathematics (ideally in the realm of Quantitative Finance, Statistics or Applied Stochastic Analysis), data analytics or econometrics
• Perfect knowledge of English , Czech/Slovak might be useful, but not necessary
• Practical experience with at least one of the following (experience from school projects is enough): R (e.g., Shiny),Python (e.g., Pandas / NumPy / Scikit learn), exposure to Jupyter notebooks, Object oriented programming or SQL

We offer starting salary based on your level of experience, plus three times per year there is a bonus, if everything goes well. Additionally, we provide quite a range of benefits:

• Time off: 6 weeks of paid leave plus one additional EY Day off per year.
• Refer a friend program: Earn up to 70,000 CZK for referring a new colleague.
• Benefit points: 30 000 CZK per year in Cafeteria that you can spend as you wish (Multisport card, relaxation, travelling, education, etc.).
• Professional development: You will continuously learn and develop your skills with us. We offer a unique professional development program and a wide range of courses through our learning map. You will have unlimited access to platforms such as Udemy.com, or you can use our language courses. Our colleagues will provide support in the form of counseling and internal coaching. And you can also go through various external trainings and certifications.
• Employee discounts: Enjoy discounted offers on a wide range of services. Discounts are available at Fruitisimo, Sushi Time, and the BodyBody fitness center, amongst others.
• Healthcare: Gain access to fast and convenient online consulting at uLékaře.cz from qualified doctors.
• Teamwork and fun: With us, it's not just about work, but also about fun and team cooperation. We frequently organize team events such as dinner or bowling, alongside company parties and other great events that strengthen our team atmosphere. You can also participate in various CSR activities.