EY - Market Risk Professional - Financial Services Office Advisory Practice

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 can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

As a market risk professional, you will be involved in assessment and measurement procedures of market risk (interest rate risk, equity risk, etc.), counterparty credit risk (i.e. risk of default of counterparty) and liquidity risk (i.e. risk of inability to meet short term financial demands). You will perform valuations of financial derivatives and assist client in financial accounting of derivatives. You will also assist clients in review and validation of financial models used by the Client for valuation and risk management purposes.