EY Quantitative Advisory Services - Manager in London, United Kingdom
Quantitative Advisory Services - Manager
Requisition # LON00DLN
Post Date Mar 13, 2018
Title: Quantitative Advisory Services – Manager
Location: London, Canary Wharf, E14 5RB
Opening date: 13/03/2018
Closing date: 12/04/2018
Multiple roles available
EY is looking for a Quantitative Advisory Services Manager to join the team in our Canary Wharf offices.
As part of our team you will have the opportunity to work with many of the world’s leading banks, and to leverage the deep knowledge and wide ranging skills and experience of your QAS colleagues. You will deliver solutions to our clients that support the enhancement of liquidity risk management frameworks, helping to with improve client organizations’ governance, policies, processes and infrastructures.
The successful Quantitative Advisory Services Manager will lead client engagements and internal projects. You will also take the lead in identifying and escalating potential business opportunities for EY on existing engagements.
Similarly, you will anticipate and identify risks and raise any issues with senior members of the team. In line with our commitment to quality, you will determine that work is of a high quality and is reviewed by the next-level reviewer. As an influential member of the team, you'll help to create a positive learning culture and will coach and counsel junior team members and help them to develop.
Participate in Quantitative Risk engagements
Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
Assist in preparing reports and schedules that will be delivered to clients and other parties
Develop and maintain productive working relationships with client personnel
Build strong internal relationships within the advisory practice and across other services
Experience in Financial Services, either as part of a financial institution or in a consultancy
Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent.
Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing/ Derivative Pricing/Market/CVA methodologies/regulation used for the trading, risk management and ideally calculation of regulatory capital requirements.
Experience in any of the following software development environments: VBA / Java / C++/ SQL / R / Matlab / .NET / SAS
Who we are
EY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities. While our client-facing professionals can be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance.