EY Quantitative Advisory Services - Senior Manager in London, United Kingdom
Quantitative Advisory Services - Senior Manager
Requisition # LON00DLP
Post Date 5 days ago
Title: QAS - Senior Manager
Location: London, Canary Wharf
Opening date: 13/03/2018
Closing date: 12/04/2018
Multiple roles available
EY is looking for a number of Quantitative Advisory Senior Managers to join the team in our offices in Canary Wharf.
The Quantitative Advisory Services (QAS) team QAS works closely with other financial services risk practitioners, IT advisory and Financial Accounting teams, bringing together the range of quantitative modelling and technical skillsets needed to support clients’ often highly specific and complex requirements. The team covers all financial services sectors, with established presence and extensive local knowledge across locations in the US, UK and EMEIA, and Asia.
Fundamental Review of the Trading Book (FRTB) is a key focus area for the Quantitative Advisory Services practice and a strategic value proposition and part of the broader Corporate and Investment Banking Transformation Solutions. FRTB regulations have a significant impact on the front to back market risk management capabilities and technology landscape of global investment banks. EY has been an early mover on FRTB and has been extensively helping our clients mobilise strategic change and regulatory compliance programmes across business and technology.
As a Quantitative Advisory Senior Manager, you'll build valued relationships with external clients and internal peers and develop a portfolio of business by focusing on growth opportunities. You'll lead presentations and proposals for complex projects, and provide subject matter insight to bids and proposals.
Drawing on your skills, knowledge and experience, you'll create innovative commercial insights for clients, adapt methods and practices to fit client and cultural needs, and contribute to thought leadership. You'll package overall project findings into clear, concise, high-quality work products and act as a subject matter resource in Market Risk, leveraging knowledge and experience to service client problems.
Driving improvements in business processes, you'll serve as a role model for Quality & Risk Management and make sure that project teams understand and comply with our Q&RM guidelines. As a respected senior professional you'll communicate effectively with EY engagement partners and managers and work to build, manage and motivate high-performing teams, and help key staff to build sustainable competencies.
The successful Quantitative Advisory Services Manager will:
Provide subject matter expertise across a variety of Market Risk engagements.
Perform a project leadership role, including negotiating scope and budgets, managing and contributing to delivery, performing technical review of work completed and ensuring deliverables meet both client expectations and EY standards.
Develop new market offerings and propositions in the Market Risk, enhancing EY’s internal offering.
Contribute to and lead proposals for advisory.
Liaising internally with other EY teams and service lines in the UK, Europe and globally.
Perform overall quality & technical review of work delivered by the QAS team.
Participate in and, as required, lead FSRisk engagements.
Assist partners and directors with generating new business opportunities and building client networks and relationships.
Conduct performance reviews and contribute to performance feedback for all levels of staff.
Contribute to people initiatives including recruiting, retaining and training FSRisk professionals.
What we are looking for:
Substantial experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.
Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Information Technology, Statistics, or Physics preferred) or equivalent. / Professional Qualification e.g. CQF / CFA / FRM / PRM
Deep knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing/ Derivative Pricing/Market/CVA methodologies/regulation used for the trading, risk management and ideally calculation of regulatory capital requirements.
Strong experience in any of the following software development environments: VBA/ Java / C++/ SQL/ R / Matlab / .NET
Who we are
EY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities. While our client-facing professionals can be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance.