Assistant Manager at EY
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EY - Senior Consultant - Risk Advisory - Financial Services Risk Management (3-6 yrs)
Senior Consultant - Risk Advisory - FSRM (Financial Services Risk Management)
Job Description :
The ideal candidate will have to meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition. The role involves primarily business analysis and system implementation and testing.
- Candidates should have at least 3-5 years of experience in the financial markets / bank's treasury middle office / market risk function.
- Experience in performing valuation and market risk measurement (risk sensitivities, VaR, stress testing, counterparty credit risk etc.) modelling for various treasury products like bonds, derivatives, options and other exotic products
- Experience in developing and validating market risk methodologies and frameworks
- Experience in Basel 2, Basel 2.5 (IMA) and Basel 3 implementation and should be familiar with latest regulatory developments around Incremental Risk Charge (IRC), Expected Shortfall, Credit value adjustment (CVA), Potential Future Exposures (PFE), Counterparty Credit Risk (CCR), etc.
- Familiar with global regulatory requirements of PRA, FINMA, FINRA, SEC
- Experience of working or implementation of a market risk management system and should have participated in all aspects of the project lifecycle, well-versed with SDLC life cycle
- Experience in gathering and documenting data and related business / functional requirements
- Ability to liaise with IT teams to define and monitor system solutions to support business change
- Co-ordinate testing: create test plans, define and manage UAT and manage defect tracking and resolution. Strong background of functional testing on Basel II / III projects.
- Experience in leading / managing projects with respect to market risk / treasury implementation and working in multi-dimensional teams involving various departments and system vendors
- Willingness to travel - both domestic as well as internationally.
Qualifications :
- MBA or equivalent Master's degree in Finance, Statistics, Economics or Mathematics from premium institutes required. Graduates (B.Tech / B.E) with relevant experience can also be considered.
- Professional Certifications like the CFA and FRM will be an added plus
- Must possess analytical experience, a thorough understanding of the derivative markets, and experience in researching. Moreover, quantitative training and strong problem solving as well computer skills (Excel, VBA) are necessary.
- Excellent communications skills (both oral and written) and ability to lead / manage projects involving multiple stakeholders
- Results-oriented individual with a demonstrated record of accomplishments, strong customer orientation, demonstrated commitment to business ethics, and self-development
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