Senior Derivatives Valuation Consultant - Financial Services
at EY
1831 Diegem, Vlaams-Brabant, Belgium -
Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
---|---|---|---|---|---|---|---|
Immediate | 10 Nov, 2024 | Not Specified | 11 Aug, 2024 | N/A | Computer Science,Valuation,It,Dutch,Models,Financial Instruments,External Clients,Matlab,C++,Engagements,Programming Languages,Statistics,Risk Models,R,Mathematics,Communication Skills,French,Physics,Financial Institutions,Python,Team Spirit | No | No |
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Description:
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.
Responsibilities:
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
REQUIREMENT SUMMARY
Min:N/AMax:5.0 year(s)
Financial Services
Accounts / Finance / Tax / CS / Audit
Finance
Graduate
Computer Science, Mathematics, Statistics
Proficient
1
1831 Diegem, Belgium