Location: NY-New York
Deadline: 20/08/2013
FSO – Advisory Services Manager – Financial Services Risk Management (FSRM) – Quantitative Advisory Services (QAS) (Multiple Positions), Ernst & Young U.S. LLP, New York, NY:
Provide clients with recommendations to help identify, measure, manage and monitor the market, credit, operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.
Model, validate and implement quantitative pricing and risk measurement models for market, credit and operational risk, as well as support our treasury advisory service.
Work as a member of a risk management team involved in all phases of quantitative advisory and assurance projects including: derivative instrument model development and pricing; Value-at-Risk analysis; data and model analysis; development of quantitative methodologies and services; quality control and testing; and business requirements definition.
Be responsible for developing and maintaining productive relationships with clients. Be responsible for sales and pursuits; engagement management; engagement execution; and reporting.
MINIMUM REQUIREMENTS:
- Must have a Bachelor’s degree in Mathematics, Engineering, Statistics, Computer Science, Physics, Finance, or Accounting, plus 5 years of post-bachelor’s, progressive derivative valuation and risk management experience at a financial services company or as an advisor to a financial services company; OR a Master’s degree in Mathematics, Engineering, Statistics, Computer Science, Physics, Finance, or Accounting, plus 3 years of derivative valuation and risk management experience at a financial services company or as an advisor to a financial services company; OR a PhD in Mathematics, Engineering, Statistics, Computer Science, Physics, Finance, or Accounting, plus 1 year of derivative valuation and risk management experience at a financial services company or as an advisor to a financial services company.
- Must have experience in statistical and numerical techniques and the principles of the theory of probability and stochastic calculus. Must have experience in C /Visual Basic/Excel routines and analytical programming.
- Must have experience working in a financial product engineering/research and development environment designing and developing quantitative methods and services for capital market products.
- Must have knowledge of capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement. Must have a willingness and ability to travel approximately 30% of the time to meet client needs.
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