Treasury & Quantitative Finance Analyst - Manager/Senior Manager - Dublin/Cork

at  EY

GENERAL INFORMATION

Location: Dublin/Cork
Available for Work Visa Sponsorship: Yes
Business Area: UKI Assurance
Contract Type: Full-Time – Permanent
At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all
Our EY Corporate Treasury Practice is looking for talented treasury professionals at all levels to deliver consultative Treasury advisory services to our most high profile global and Irish clients

YOUR KEY RESPONSIBILITIES

• Sourcing market data across asset classes: commodities (agris, energy etc.), credit (familiarity with Incremental Borrowing Rates would be beneficial but not essential), FX, equities (familiarity with proxying data e.g., volatility, for unobservable entities would be beneficial), interest rates, inflation.
• Upskilling/supporting junior team members in quantitative tasks as well as managing/prioritising deliverables.
• Driving delivery of the quantitative components of engagements in advisory and assurance.
• Continuous delivery enhancement i.e., development and maintenance of Excel workbooks and/or Python scripts (for example) to expedite pricing/data sourcing.

TO QUALIFY FOR THE ROLE, YOU MUST HAVE

• Bachelor’s or Master’s degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Finance, Economics, or a related quantitative field.
• Excellent mathematical, statistical, and analytical skills.
• In-depth knowledge of financial markets and instruments. Preferable: Experience in risk management, valuations, middle office, trading environment.
• Strong understanding of financial derivatives pricing (OTC) e.g., European, American, Asian options, interest rate swaps, inflation swaps, asset swaps, swaptions, power purchase agreements et al.
• Familiarity with CVA/DVA and counterparty credit risk in general.
• Strong Excel skills (some knowledge of VBA preferrable but not essential).
• Familiarity with at least one market data vendor (LSEG (Refinitiv/Reuters), CapitalIQ, Bloomberg)
• Some familiarity with a programming language would be valuable, preferably Python or C#.