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Quantitative Senior Manager

Greater London

Greater London London
Ernst & Young
Banking Insurance Finance
Working Pattern:
Full time
Date Posted:
Monday, 3rd September 2012
Flexibility Offered:
No, Set
Job Ref:
Ernst & Young - Quantitative+Senior+Manager

As a Quantitative Advisory Senior Manager, you’ll help clients better assess and improve their risk and regulatory frameworks. You’ll also support them to integrate risk management into operations, grow revenue and manage risk to increase shareholder value. You’ll gain valuable experience across industries and geographies and receive the support and opportunities you need to achieve your potential.

Your responsibilities as a Quantitative Senior Manager will include:

- Providing subject matter expertise across a variety of derivative engagements

- Developing new market offerings and propositions

- Contributing to and leading proposals for advisory work

- Liaising internally with other Ernst &Young teams and service lines in the UK, Europe and globally

- Performing overall quality and technical reviewing of work delivered by the Quantitative Advisory Services team

- Participating in and, as required, leading Quantitative engagements.

Qualifications/skills you’ll need as a Quantitative Senior Manager:

- Educational background: PhD or MSc in a Quantitative subject, i.e. Quantitative Finance,

Mathematics or Physics

- Experience of Quantitative Derivatives within Financial Services

- Relevant work experience in some of the following areas; Independent Price Verification (IPV), Pricing model development and Independent pricing model validation

- Experience in valuation of bespoke financial instruments and structured products

- Knowledge and hands on experience of market risk modelling (VaR modelling, Stress Testing, Back Testing, risk sensitivities and scenario analysis) and / or knowledge of Asset and Liability modelling would be an advantage

- C++/Visual Basic/Excel routines and analytical programming requirements.

At Ernst & Young our inclusive work environment means that everyone’s opinion is valued. This enables us to provide better advice and ideas to our clients, which in turn helps you develop as an individual to achieve your potential and make a difference.

Skills: Not Specified
Start date: Not Specified,

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