Senior Derivatives Valuation Consultant - Financial Services

at  EY

EY is the only major professional services firm with a dedicated financial services practice (EY FSO) integrated in the EMEIA region. An international team of over 16.000 professionals is working across borders for our clients in the financial sector: Banking, Insurance, Payment Institutions and Wealth & Asset Management, in all service lines: Consulting, Tax, Transactions and Assurance. As we consider our people as the heart of EY, we hire and develop the most passionate people in their field to build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. So that, whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

SKILLS AND ATTRIBUTES FOR SUCCESS

• Master degree in Physics, Mathematics, Statistics, Computer Science or relevant quantitative field
• Between 3-6 years of relevant professional experience, ideally in the valuation control department, or the validating team of a bank. Other relevant experiences are front office quant or model or member of the model development team.
• Solid understanding of quantitative modeling techniques and practical experience with derivative pricing in one or more asset classes (FX, rates, equity, …) is mandatory.
• Experience with building (risk) reports and experience with communication around (mathematical) complex issues at management level is a major plus
• Knowledge of some key vendor packages, and some frequently used programming languages (Python, R) in the risk and/or valuation domain is mandatory. Experience with Matlab, C++ or other languages is a plus.
• Proficient level of business English and good communication skills; knowledge of Dutch and/or French is a major asset
• Team spirit, but self-sufficient and autonomous
• Pragmatic approach, with the ability to self-motivate and inspire the members of a team
• Eagerness to learn more about the Financial Services market in Belgium and Europe.

We are looking for a skilled quantitative professional, who will combine working on advisory engagements with audit support engagements for top Belgian and European financial institutions. The ability to drive work forward to a conclusion, to find pragmatic solutions to complex problems and to explain them convincingly, are key factors to be successful in this role. Building on a strong foundation of technical knowledge, you will further develop into a leading international expert in the field of quantitative modelling.

• You participate in engagements in the Risk practice, in the quantitative space, both from an advisory and an assurance perspective
• An important part of your job will be the independent valuation of (complex) derivative instruments. Some typical tasks:
• Develop and apply EY tools & models for valuation of financial instruments
• Participate to model development and model validation exercises, including risk models
• Identify new areas for further development of EY tools & models, including the innovative application of machine learning in this application domain.
• You coordinate the workload in various projects, and develop productive working relationships with internal and external clients
• You prepare concise, complete and convincing reports on the work done, and present it to more senior colleagues and clients
• You act as a team member, coaching and supervising junior staff, seeking guidance from senior colleagues as needed, and keeping everybody informed on the progress of the assignment