Press Tab to Move to Skip to Content Link
Requisition ID: 1512068
EY is the only major professional services firm with a dedicated financial services practice (EY FSO) integrated in the EMEIA region. An international team of over 16,000 professionals is working across borders for our clients in the financial sector: Banking, Insurance, Payment Institutions and Wealth & Asset Management, in all service lines: Consulting, Tax, Transactions and Assurance. As we consider our people as the heart of EY, we hire and develop the most passionate people in their field to build a better working world.
The Opportunity
We currently have an opportunity for a market-savvy professional with solid knowledge of a broad range of derivatives instruments and hands-on valuation experience, to join the team as experienced Senior Consultant or Manager, depending on the level of experience. You will work from the Brussels office, but our clients are based in several locations, among others London, Singapore and South-Africa.
Key Responsibilities
We are looking for a skilled quantitative professional, who will combine working on advisory engagements with audit support engagements for top Belgian and European financial institutions. Key responsibilities include:
* Participating in engagements in the Risk practice, in the quantitative space, both from an advisory and an assurance perspective.
* Independent valuation of (complex) derivative instruments, including:
o Developing and applying EY tools & models for valuation of financial instruments.
o Participating in model development and model validation exercises, including risk models.
o Identifying new areas for further development of EY tools & models, including the innovative application of machine learning.
* Coordinating workload in various projects and developing productive working relationships with internal and external clients.
* Preparing concise, complete and convincing reports on the work done, and presenting it to more senior colleagues and clients.
* Acting as a team member, coaching and supervising junior staff, seeking guidance from senior colleagues as needed.
Skills and Attributes for Success
• Master degree in Physics, Mathematics, Statistics, Computer Science or relevant quantitative field.
• Between 3-6 years of relevant professional experience, ideally in the valuation control department, or the validating team of a bank. Other relevant experiences are front office quant or model or member of the model development team.
• Solid understanding of quantitative modeling techniques and practical experience with derivative pricing in one or more asset classes (FX, rates, equity, …) is mandatory.
• Experience with building (risk) reports and communication around (mathematical) complex issues at management level is a major plus.
• Knowledge of key vendor packages, and frequently used programming languages (Python, R) in the risk and/or valuation domain is mandatory. Experience with Matlab, C++ or other languages is a plus.
• Proficient level of business English and good communication skills; knowledge of Dutch and/or French is a major asset.
• Team spirit, but self-sufficient and autonomous.
• Pragmatic approach, with the ability to self-motivate and inspire team members.
• Eagerness to learn more about the Financial Services market in Belgium and Europe.
What working at EY Offers
• You will be part of a leading global professional services firm.
• You will be part of the EY family where everyone is willing to offer support and senior management is very accessible.
• You will join a dynamic and growing team with a great mix of young and experienced professionals focusing on financial services.
• You will get extensive training on technical matters, as well as soft skills and project management, and access to new technologies and innovative equipment.
• We are proud of our flexible working arrangements, supporting you to build a successful career and deliver excellent client service without sacrificing personal priorities.
• While our client-facing profession might require part-time working at client site and business traveling at times, we are committed to helping you achieve a lifestyle balance.
#J-18808-Ljbffr