Senior Consultant

Knowledge of market risk instruments and products, understanding of market risk functions
Good understanding about VaR (Historical Simulation approach including Full Revaluation approach) and risk sensitivities methodology and computation.
Experience in working across systems and processes.
Strong analytical skills in breaking down the VaR numbers in identifying the main drivers.
Knowledge of MR regulations such as FRTB, IBOR transition etc
Business Analyst experience would be an added advantage.
Strong interpersonal skills with proven ability of organisational planning and resource mobilisation
Ability to bring analytical, structural, and effective solutions to complex problems.
Responsible to establish a very strong partnership with stake holders -front office business, capital management, regulators, Quants, model review group and IT to contest necessary.
Responsible to work with stakeholders to produce requirements and functional specification documents.
Qualifications would include a bachelor s degree / equivalent with relevant experience in financial markets/market risk with good knowledge of key risk metrics and risk process flows.
Experience with RDMS and proficient SQL skills with Python/Scripting Knowledge is a plus

To qualify for the role, you must have

3 to 9 years of relevant work experience
Bachelor s degree/equivalent
Preferred certifications CFA/FRM/CQF
Relevant experience in financial markets/market risk with good knowledge of key risk metrics and risk process flow.

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