Manager-Market Risk Quant-Risk consulting

The candidate will primarily be working on quantitative modeling and Pricing/Market risk engagements like

- Validation/development of valuation models across asset classes - equities, commodities, rates, credit, mortgages

- Development, testing and validating pricing models using C++/Python/R/client-proprietary tools

- Basic understanding of Mathematics and statistics in terms of linear algebra, probability theory

- Basic understanding of fixed income and equity derivatives, volatility surfaces, interest rate curve construction and Greeks

- Good understanding of workings of a Bank (processes, Committees, systems etc.) and Banking products across fixed income, derivatives, retail etc.

- Understanding of VaR and different VaR modelling and backtesting techniques

- Understanding of statistical concepts/time series modelling

- Experience in Python/C++

To qualify for the role you must have

- 2 to 10 years of relevant work experience

- Bachelors/Masters degree in Mathematics/Financial Engineering/Quantitative Finance/other quantitative disciplines with strong understanding of valuation theories/concepts

- FRM/CQF/CFA certification would be a plus

- Knowledge of programming languages (Excel VBA, Python, R etc.)

- Strong quantitative background - experience in model development or validation a plus

Skills and attributes

In addition to technical competence, what will set you up for success at EY is your ability to

- Strong communication, documentation, facilitation, relationship-building, presentation and negotiation skills

- Be highly flexible, adaptable, and creative

- Broad consulting and project management skills, effective written and oral communication skills

- Pursue passions beyond work and invest in your wellbeing