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EY FS _BC_FSRM_Credit Risk_Staff in Trivandrum, India

FS BCFSRMCredit RiskStaff


Requisition # TVM001LB

Post Date Jan 09, 2021

Job purpose

Within EY’s GDS Advisory Practice, the Financial Services Risk Management (FSRM) group provide solutions that can help GDS clients to identify, measure, manage and monitor the market, credit, operational, and liquidity risks associated with their trading book, banking book, asset-liability management, capital management and other capital market products.

FSRM employs individuals with risk management, trading, regulatory, business, quantitative, technology 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.

Technical skills requirements

To qualify, candidates must have:

  • Specialization in MBA (Finance)

  • Familiarity with capital market products, banking book products and various capital regulations

  • Knowledge of any analytical programming and/or software programming is preferable

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

  • Strong written and verbal communication skills

  • Excellent English and Baseline / Progressing Communication/Influence

  • Respond to important issues by clarifying, reinforcing and summarizing conversations

  • Produce accurate, brief and clearly written documents tailored to audience needs and expectations

  • Baseline teamwork

  • Take responsibility for understanding and fulfilling assigned roles and key responsibilities

  • Actively participate in and contribute to team discussions

  • Seek advice and support from sources outside team initiated and supported by supervisor

Key Responsibilities

Candidates have the opportunity to:

  • Perform derivative valuation and market, credit risk measurement modeling using various market data sources like Bloomberg, Reuters, 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

  • Perform capital adequacy assessments according to Basel guidelines

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

  • Model, validate and implement quantitative risk management services for market, credit, liquidity, operational risk and treasury systems, as well as support the documentation and testing of the same

  • Develop and validate market / credit risk models and methodologies