FS-RISK CONSULTING-FSRM - TPRC-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. 

Your key responsibilities

Advise and provide clients with strategic recommendations on Financial Services Risk Management issues facing the financial services sector, focusing on the identification, measurement, and management of Market Risk and Counterparty Credit Risk. Focus on financial risk identification, measurement, mitigation, monitoring and reporting of exposures to interest rate, commodity, equity, credit and foreign exchange movements.

Provide strategic and tactical advice on the implementation of strategic process and business as usual enhancements as well as legislative and regulatory requirements such as Standardized Approach for Counterparty Credit Risk (SA-CCR), Regulatory CVA, Risk Pricing and Valuation, Margin (i.e., Initial and Variation Margin) and Comprehensive Capital Adequacy and Review (CCAR). Work closely with a team of professionals with diverse skills and backgrounds. Consistently deliver quality client services. Demonstrate technical capabilities and professional knowledge. Maintain long-term client relationships and networks. 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

• Structuring and planning projects in the risk and capital markets space across a broad range of market and counterparty risk areas, including risk capital calculations, risk measurements, reporting, capital, stress testing, and controls
• Conducting field work, project management, and developing high-quality work products within expected timeframes
• Managing project risk and effectively communicating with engagement leaders and 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 must have

• Bachelor's degree in finance, economics, accounting, engineering or a related discipline and approximately 1-2+ years of related/relevant work experience; or a Master’s degree in Finance, Accounting, Business, Management or a related field and 2 years of work experience in the Financial Services industry
• 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:
  • Capital markets functions
  • Quantitative analytics
  • Front office risk management
  • Market risk management
  • Counterparty credit risk
  • Margin and Collateral Management
  • CCAR and Stress Testing
  • Risk governance, risk appetite, risk identification, risk monitoring, risk measurements (limits, sensitivities) and risk reporting
  • Capital management and associated regulatory requirements with Basel III including
    • Market risk – Fundamental Review of the Trading Book (FRTB)
    • Counterparty credit risk – Standardized Approach for Counterparty Credit Risk (SA-CCR)
    • Credit valuation adjustment (SA-CVA and BA-CVA)
• Demonstrate derivatives product knowledge across asset classes including interest rates, credit, equity, commodity, and FX, including but not limited to pricing and valuation
• Knowledge of market infrastructure and control functions, including clearing, margining, settlement, product control and trading controls
• Excellent communication, strong problem solving and solution development skills

Ideally, you’ll also have

• A “go-getter” attitude, experience with market infrastructure and control functions, including clearing, margining, settlement, product control and trading controls

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.  

 
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