Job: Quantitative Advisory, Market Risk, Senior Consultant / Manager at Orran benevolent NGO Company

Location: Yerevan

Category: Quality Assurance /Control

Type: Full time

Deadline: 2017-04-30 00:00:00

Salary:

Description

Responsibilities

At EY you will be involved in client engagements and internal projects. An important part of your role will be establishing, maintaining and strengthening internal and external client relationships. You will also identify and escalate potential business opportunities for EY on existing engagements. 

As a member of the team you can expect to be involved in the following activities:

• Participate in and lead in Quantitative Risk engagements with a Market Risk focus
• Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
• Assist in preparing reports and project plans that will be delivered to clients and other parties
• Develop and maintain productive working relationships with client personnel
• Build strong internal relationships within Advisory and across other services
• Ability to travel frequently

RequiredQualifications

• Relevant experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organizations or in the regulation of such institutions.
• Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
• Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally experience in FRTB and CRDIV or calculation of regulatory capital requirements.
• Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used.
• Experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET
• Confident and credible communicator with good technical knowledge and commercial understanding
• Project management and strong report writing skills
• Experience in stakeholder and client management
• Ability to drive business development and contribute to the growth of the EY market solutions

Benefits

Job URL: iJob.am - Quantitative Advisory, Market Risk, Senior Consultant / Manager @ Orran benevolent NGO