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FSO - Consulting - BC - Market Risk, IBOR (FRM) - Senior Associate - Hong Kong

Location:  Hong Kong
Other locations:  Primary Location Only
Salary: Competitive
Date:  Apr 1, 2024

Job description

Requisition ID:  529582

FSO - Consulting - Business Consulting - Market Risk, IBOR (FRM) - Senior Associate - Hong Kong

Diversity is a core value at EY. We are passionate about building and sustaining an inclusive and equitable working environment for all of our people. We believe every member in our team enriches our diversity by exposing us to a broad range of ways to understand and engage with the world, identify challenges, and to discover, design and deliver solutions. 


EY's Financial Services Office (“FSO”) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls. 


Within EY's FSO Advisory Practice, the Financial Services Risk Management (“FSRM”) group provides solutions that help FSO clients to identify, measure, manage and monitor the market, credit, operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities. 


Your key responsibilities 
• Assist clients in Quantitative Risk projects focused on Market Risk and Counterparty Credit Risk management 
• Manage and run projects effectively, conduct business analysis, collect user requirement, and perform user acceptance test and impact analysis
• Effectively work with a diverse group of project stakeholders to influence strategic direction to meet business goals and support benefits realization
• Monitor project progress; manage project risk
• Demonstrate strong technical capabilities, professional knowledge, and ability to quickly assimilate new knowledge. Stay abreast of new developments in valuation and risk management methodology, current market practices in risk-finance alignment and theirs corresponding regulatory requirements Skills and attributes for success 
• Strong knowledge in Market Risk and / or Counterparty Credit Risk Methodologies and frameworks in banks and other financial institutions 
• Excellent interpersonal and communication skills 
• Self-motivated with a sense of ownership and accountability. Able to work independently and perform under pressure
• Problem solver and adapter to dynamic changes of projects and market behaviour 


To qualify for the role you must have 
• At least 5 years’ experience within a consulting firm, a bank or other financial institution’s risk management, valuation control or quantitative analytics related business functions
• Bachelor’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Engineering or other numerical subjects from a reputable institution; an advanced degree and professional certification (e.g. FRM / CFA) will be a bonus
• Demonstrate understanding of Derivative Pricing, Market Risk and CVA methodologies used for trading, risk management and regulatory capital requirement
• Fluent in English and Chinese (both written and verbal). Ideally, you’ll also have 
• Previous programming experience in languages such as VBA, Python or MATLAB would be an advantage 
• Experience with IBOR transition is a plus What working at EY offers 
• Support, coaching and feedback from some of the most engaging colleagues around 
• Opportunities to develop new skills and progress your career 
• The freedom and flexibility to handle your role in a way that’s right for you 


About EY 
As a global leader in assurance, tax, transaction and advisory services, we’re using the finance products, expertise and systems we’ve developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities, and creative freedom to make things better. Whenever you join, however long you stay, the exceptional EY experience lasts a lifetime. And with a commitment to hiring and developing the most passionate people, we’ll make our ambition to be the best employer a reality. 


If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible. 

Make your mark. 

Apply now. 

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