Senior Consultant / Senior Analyst, Market Risk, Warszawa
Ernst & Young Global Limited
Warszawa, Poland
7 d. temu

EY is a global professional services organization providing advisory, assurance, tax and transaction services. We are committed to doing our part in building a better working world for our people, our clients and our communities.

And we are united by our shared values and a dedication to delivering exceptional client service. EY is looking for a Quantitative Advisory Services Senior Consultants / Senior Analysts to join the Financial Risk Management team in Warsaw office.

This is a rapidly growing advisory area driven by an increased focus across the financial services industry. That makes this a great time to join a high-

profile team where you will be surrounded by some of the most interesting and knowledgeable colleagues around.

The opportunity As an internationally-oriented team, we closely cooperate with our offices abroad to deliver highest quality advisory services to the top tier financial institutions (investment and commercial banks, insurers, asset and wealth managers).

We are looking for motivated candidates to join our growing market risk team and are eager to work on cutting edge projects both locally in Warsaw and in the offices of our clients abroad.

Examples of the current projects include :

  • fundamental Review of the Trading Book implementation,
  • valuation Adjustments (xVA),
  • derivatives Pricing,
  • model Validation,
  • You will get to know broad range of regulatory regimes, including CRD IV, CCAR, PRA Stress Testing and many more. Your key responsibilities

    The successful Financial Risk Management Senior Consultant / Senior Analyst will be involved in client engagements and internal projects.

    As a Senior Consultant / Senior Analyst in the team you can expect to be involved in the following activities :

  • participate 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.
  • To qualify for the role you must have :

  • at least four years (Senior Consultant) / one year (Senior Analyst) of relevant experience in Financial Services, either as part of an institution or in advisory or regulatory capacity,
  • strong academic background including a Master's degree (Computational Finance, Mathematics, Engineering, Statistics, or Econometrics preferred) or equivalent,
  • good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management,
  • 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 / Python / C# / SAS.

    Ideal candidate should have :

  • experience in any of the following topics : FRTB, CRD IV / CRR, CCAR, stress testing, IRRBB, calculation of regulatory capital requirements,
  • ability to travel abroad for long-term engagements (3 to 18 months).
  • We offer :

  • opportunity to work on cutting edge market risk subjects for leading international financial institutions,
  • participation of personal development based on three pillars : gaining experience, personalized tranings / courses, coaching and mentoring,
  • EY Care & Wellness benefit program e.g. sport cards, massages, education workshops etc.,
  • competitive salary.
  • If you are interested in the position please apply via the online form and attach the CV. #LI-PL

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