Offers “Ernst & Young”

Expires soon Ernst & Young

Market Risk Analyst, Financial Services Risk Management

  • SINGAPORE
  • Accounting / Management control

Job description



We are the only professional services organisation who has a separate business dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups including banking and capital markets, asset management, insurance and private equity, we provide integrated advisory, assurance, tax, and transaction services.
 
About the Opportunity:

Join Financial Services Risk Management practice and you will provide a well-integrated broad array of risk management services to banking and capital market participants within global banking, capital markets, asset management and insurance. FSRM products and services include Treasury Markets, Market Risk, Credit Risk/ Capital Adequacy/ Liquidity Risk, Anti-Money Laundering, Regulatory Compliance, Prudential Supervision, Bank Holding Company reporting, Operational Risk, Enterprise Risk, Structured Finance and Quantitative Advisory Services.

With so many offerings, you have the opportunity to develop your career through a broad scope of engagements, mentoring and formal learning. That’s how we develop outstanding leaders who team to deliver on our promises to all of our stakeholders, and in so doing, play a critical role in building a better working world for our people, for our clients and for our communities. Sound interesting? Well this is just the beginning. Because whenever you join, however long you stay, the exceptional EY experience lasts a lifetime. 
 
Market Risk Analyst, Financial Services Risk Management
 
Advise clients on Financial Services issues in the financial services industry, focusing on quantitative analysis. Deliver services in market risk/ interest rate risk, counterparty credit risk, model risk management and governance including model development/ validation and implementation, model/system documentation, model benchmarking and system implementation while establishing relationships with client personnel at appropriate levels.

Design and apply quantitative techniques to help institutions develop and validate market risk modeling methodologies. Perform the practical application of advanced analytics techniques to help clients solve business problems and complex issues in the financial services industry. Apply statistical, economic, financial, or mathematical theories to process input data into quantitative estimates, which are used for identifying and measuring risks, valuing exposures, instruments or positions, conducting stress testing, assessing adequacy of capital, measuring compliance with internal limits, or meeting financial or regulatory reporting requirements.

Demonstrate technical capabilities and professional knowledge on Market Risk as well as treasury. Communicate and interpret technical concepts to both technical and non-technical client stakeholders. Consistently deliver quality client services by leading teams, monitoring progress, managing risks and ensuring key stakeholders are kept informed about progress and expected outcomes.

REQUIREMENTS:

Bachelor/ Master degree in Mathematics, Statistics, Economics, Engineering, Finance or MBA degree in Finance or a related field and 2 to 5 years of progressive post-baccalaureate work experience in quantitative analysis. CFA and FRM certification will be an added advantage.

 
Must have work experience in some of the following areas:
·  Designing and developing quantitative methods and services for capital markets and derivative products
·  Front Office (FO) pricing models, Market and Counterparty Credit Risk models, liquidity/ interest rate risk models, treasury function models, operational risk models or RWA computation as per Basel III/ IV
·  Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus
·  Functional knowledge related to some of the following: modeling knowledge of term structure, financial risks and derivative products (e.g., equity, FX, commodities, credit and interest rates), risk management, model development, model validation, advanced analytics (e.g., machine learning techniques)
·  Functional experience in market risk modeling and associated methodologies and their role in the overall risk management framework.
·  Understanding or experience in following programming languages or tools will be an added advantage: R, MATLAB, Python, SQL, Tableau, Machine Learning etc
·  Experience in the benchmark rate submission process will be an added advantage

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 by 2020 a reality.

If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.
 
Join us in building a better working world. Apply now.


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