Market Risk and Valuation Consultant - Financial Services
EY
- Diegem, Brabant Flamand
- CDI
- Temps-partiel
- Capital Requirements Related (CRR):
- Regulatory topics :Fundamental Review Of The Trading Book (FRTB), Interest Rate Risk in the Banking Book (IRRBB) and underling models like pre-payment models,
- Market Risk Modelling: Value at Risk Models, Expected Shortfall, Extreme Value Theory, Risk Factor Analysis,
- Stress-Testing: Analysis and definition of stress-scenarios related to Market Risk Factors taking into account their statistical properties
- You participate in engagements in the Risk practice, in the quantitative space, both from an advisory and an assurance perspective
- In the context of market risk and (derivative) valuation models typical tasks are:
- Develop and apply EY tools & models
- Participate to model development and model validation exercises
- Identify new areas for further development of EY tools & models
- Assess the impact of climate risk and ESG considerations in general on market risk and (derivative) valuation model
- 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.
- Master degree in Physics, Mathematics, Statistics, Computer Science or relevant quantitative field;
- Between 2-5 years of relevant professional experience;
- Solid understanding of quantitative modeling techniques and practical experience with valuation of complex instruments (e.g. derivative, illiquid bonds) and/or market risk (e.g. FRTB, IRRBB, VAR models) 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 (R, Matlab, C++, Python) in the risk and/or valuation domain is mandatory
- 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.