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Professional in Derivatives - Market Risk - Counterparty Credit Risk

Location:  Athens
Other locations:  Anywhere in Country
Salary: Competitive
Date:  16 Nov 2024

Job description

Requisition ID:  1441209

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 our continuously growing team, which employs over 2.500 professionals in Greece, and is listed in Greece's Top Employers for 2024 and Great Place to Work 2024! Experience great flexibility, under our hybrid operating model across our offices in Athens, Patras, and Thessaloniki, while benefiting from personalized learning and career development opportunities. We prioritize diversity, equity, and inclusion, fostering an environment where everyone's unique perspectives are valued, that supports you in building an exceptional experience for yourself, and a better working world for all. 

 

Embark on a journey with EY Consulting, where your career is our commitment, and your growth is our goal.


The opportunity

 

You will join the local market leader in Risk Consulting.  Our clients, major players in the local and international market, operate in a fast-paced environment, characterized by continued disruption and transformation. Your future teammates, being talented, supportive, values-driven, diverse and high-performing professionals, help clients navigate complexity, assess business opportunities, protect value, drive sustainable growth and instill trust across their internal and external stakeholders.  

 

Your key responsibilities

 

You are expected to work efficiently in diverse teams, be adaptable, flexible and inclusive, showcasing strong communication skills and teamwork. You are anticipated to manage time effectively, think critically and creatively with the desire to learn and understand new things, demonstrating a proactive approach to problem-solving and innovation. 


For this role, you are required to:

  • Support the development and validation of mathematical/statistical models for valuation of advanced financial instruments, risk models, and other analytical tools
  • Lead projects related with trading book regulatory requirements and impact assessments
  • Design and develop/ implement overall treasury and market risk management frameworks and controls
  • Perform detailed data analysis to help clients solve business problems and complex issues in the financial services industry
  • Communicate and interpret technical concepts to both technical and non-technical client stakeholders 
  • Contribute to the attainment of group and individual goals by sharing knowledge, identifying business opportunities and productivity and facilitating teamwork
  • Understand our clients’ needs and consistently deliver quality client services
  • Establish relationships with client personnel at appropriate levels

 

To qualify for the role you must have

 

  • Solid academic background in a quantitative field, including Mathematics, Physics, Econometrics, Engineering, Data Science, Economics and Finance. Ph.D. will be considered an asset.
  • Professional experience with focus on one or more of the following:
    •     Financial instruments/derivatives valuation and risk management.
    •     Market Risk (model development, validation, monitoring/reporting)
    •     Counterparty Credit Risk and CVA
    •     Financial market data analysis
  • Basic programming knowledge or relevant experience/training
  • Solid presentation and writing skills in both English and Greek. Knowledge of additional languages will be considered an asset
  • Strong analytical, problem solving and critical thinking skills 
  • Strong attention to detail with a logical and methodical approach

 

Ideally, you’ll also have

 

  • Strong coding skills and experience utilizing programming languages such as Python/R/Matlab
  • A relevant professional qualification (e.g. PRM, FRM, CFA etc.)
  • Knowledge of the Market and Counterparty Credit Risk regulatory landscape (FRTB, CVA, Capital Requirements)
  • Experience in quantitative and qualitative analysis of risk exposures (risk measures, scenario analysis, stress testing)
  • Solid project management skills
  • Team management skills (including coaching and mentoring junior team members and new hires)
  • Working experience in consulting

 

What we look for

 

Your passion for excellence, your enthusiasm and motivation for personal and professional growth characterize you. You thrive when you connect, learn, innovate and tackle complex challenges as part of a like-minded high performing team. You have a strong desire to make a positive difference in the world not only through your work but also through your other activities. 

You demonstrate integrity, respect, teaming and inclusiveness
You are a person with energy, enthusiasm and the courage to lead
You build relationships based on doing the right thing

If you share these values and you are ready to make a real impact, this role is for you! 


Locations: Athens, Patras, Thessaloniki


What we offer

 

  • Competitive remuneration package: You’ll be rewarded for your individual and team performance. Depending on your experience, our comprehensive rewards package includes benefits that suit your needs including cutting-edge technological equipment, ticket restaurant vouchers, a private health insurance scheme, life insurance, income protection and an exclusive EY benefits club that provides a wide range of discounts, offers and promotions. 
  • Flexible working arrangements: We operate under a hybrid working model, which is defined based on both your own preferences and team’s needs, and we enjoy our summers with short Fridays.
  • Personalized learning experience and career development: We provide free and unlimited access to educational platforms and EY Badges, support certifications, and provide coaching and feedback, as a part of our Leadership & Development process, all of which can lead to a meaningful impact and success as defined by you.
  • Transformative leadership: We’ll give you the insights, coaching and confidence to be the leader the world needs.
  • Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.
  • International Experience: Become part of international projects and work along multicultural teams, through our global network.
  • Above all, you will be working in one of the most recognized employers in Greece, as we have been awarded the Top Employers, Great Place to Work and Best Workplaces for Women awards for 2024.

 
If you can demonstrate that you meet the criteria above, please contact us as soon as possible.
 
The exceptional EY experience. It’s yours to build. 

Apply now.


EY | Building a better working world 

 

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.  
 
Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate.  
 
Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.  
 

 

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