FS-RISK CONSULTING-FSRM - DVC-STAFF

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. 

Business Consulting – QAS Trading Book - DVC 

Your key responsibilities

Provide and supervise valuation support services and assist EY Audit Teams by independently valuing derivative products such as Interest Rate Swaps, Credit Default Swaps, FX and Equity Options, Inflation products for various Audit Clients. Perform analysis of the non-performance risk for various derivative instruments to incorporate the credit risk of the counterparty and the Client into the estimations of fair value. Validate hedge accounting procedures related to hedge effectiveness testing methodology and ineffectiveness measurement of hedging derivatives in accordance with US GAAP, ASC 815, IFRS 9 or IAS 39. 

Work closely with a team of professionals with diverse skills and backgrounds. Consistently deliver quality services. Demonstrate technical capabilities and professional knowledge. Maintain long-term relationships and networks with various stakeholders. Possess strong written and verbal communication skills. Cultivate business development opportunities.

Everything you’ll do will come back to providing exceptional services to our clients. Colleagues and clients will look to you to lead components of the project, drive high quality results while coaching & motivating staff and managing client expectations. You will build your knowledge and experience, become a trusted advisor, and take your career to new heights.

Skills and attributes for success

• Developing high-quality work products within expected timeframes 
• Managing high volume work and effectively communicating with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
• Understanding Clients’ unique ambitions and needs and referring them to colleagues in other teams and areas to broaden our business relationships

To qualify for the role you should have 

• Bachelor's degree in finance, economics, accounting, engineering or a related discipline and minimum 2-4 years of relevant work experience; or a Master’s degree in Finance, Accounting, Business, Management or a related field and minimum 1.5-2 years of relevant work experience
• Relevant experience in the financial services industry with either a consulting firm, internal consulting organization, or within front office or market risk, counterparty risk, or related areas at leading financial services institutions in the following areas:
  • Derivatives pricing and valuation, including interest rates, credit, equity, commodity, and FX 
  • Counterparty credit risk, credit valuation adjustment (CVA)
  • Hedge effectiveness testing
• Knowledge of valuing derivatives using Numerix, Fincad and similar application.
• Excellent communication and strong problem-solving skills
• Technical skills preferred (Advanced Excel, SQL, Python)

Ideally, you’ll also have 

• A “go-getter” attitude and the ability to work under strict deadlines.

What working at EY offers

We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. Plus, we offer:

• A collaborative environment where everyone works together to create a better working world
• Excellent training and development prospects, both through established programs and on-the-job training
• An excellent team of senior colleagues, dedicated to managing and varying your workload

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.