EY Jobs

Job Information

EY Analyst - FSRM-QAS Credit Risk in Trivandrum, India

Analyst - FSRM-QAS Credit Risk


Requisition # TVM000QU

Post Date Aug 12, 2019

Job purpose

Ernst & Young's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.

Within Ernst & Young's FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provide solutions that can help FSO clients to identify, measure, manage and monitor the market, credit, operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

FSRM employs individuals with financial services risk management, trading, regulatory, quantitative, technology, operations and accounting backgrounds. The breadth of the experiences of the FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well integrated manner.

Your client responsibilities

Quantitative Specialists have the opportunity to:

  • Perform derivative valuation and market, credit risk measurement modeling using market data from Bloomberg, Tullett Prebon, ICAP, Super-Derivatives etc

  • Use financial derivative software's like FinCAD, Oberon, NumeriX, Risk/Credit Metrics, and internal models developed in Matlab and Microsoft Excel VBA

  • Research emerging industry trends, regulatory guidance, and best practices

  • Model, validate and implement quantitative risk management services for market, credit, and operational risk, as well as support our treasury advisory services

  • Develop and validate credit risk methodologies for corporate lending and counterparty risk

develop and integrate quantitative skills within a required scope of designing and implementing business services

Technical skills requirements

To qualify, candidates must have:

  • Master's degree in computational finance, mathematics, statistics, physics or Phd in mathematics.

  • Familiarity with statistical and numerical techniques and the principles of the theory of probability and stochastic calculus

  • The ability to execute C++/Visual Basic/Excel/SAS routines and analytical programming requirements

  • A desire to develop and integrate quantitative skills within a required scope of designing and implementing business services

  • Knowledge of corporate finance, capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement

  • All candidates must have the ability for travel (20-50%)

  • Strong written and verbal communication skills