Manager

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

5+ 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

People with the ability to work in a collaborative manner to provide services across multiple client departments while following the commercial and legal requirements. You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions. We look for people who are agile, curious, mindful and able to sustain positive energy, while being adaptable and creative in their approach.