Senior Consultant Quantitative Risk Management - Financial Services

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all.

The opportunity

EY is looking for a Senior Consultantto join the Quantitative Advisory Services (QAS) team within Financial Services Risk Management (FSRM) in our Amsterdam office. The QAS team works with clients in Financial Services with regulatory/risk modelling challenges in areas such as Market, Credit risk and Operational Risk. 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.

Your key responsibilities

• Participate in Quantitative Risk engagements.
• Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progres.
• Assist in preparing reports and schedules that will be delivered to clients and other parties.
• Develop and maintain productive working relationships with client personnel.
• Build strong internal relationships within the advisory practice and across other services.
• Contribute to performance feedback for staff and help them build their career.
• Contribute to people initiatives including recruiting and retaining FSRM professionals.
• Maintain an educational program to continually develop personal skills

Skills and attributes for success

We are interested to hear from people with the right attitude for the job! That’s naturally entrepreneurial people that feed on the energy of a thriving global team. You’ll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. If you’ve got big ideas on how we can do better, as well as the confidence to voice them, this role is for you.

To qualify for the role you must have

• 2-6 years of 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 institution.
• Strong academic background including at least a Master’s degree in quantitative finance, math, engineering or equivalent..
• Experienced in one or more of the following topics: Credit Risk (IRB, IFRS 9), Market Risk (IRRBB, Liquidity, FRTB), Derivative Pricing and Financial Services Regulation.
• Modelling background, including experience in model development and model validation of Financial Risk and Pricing models and experience of standard techniques used.
• Experience in any of the following software development environments: Python / R / VBA / Java / C++ / SQL / Matlab / .NET.
• Ability to drive business development and contribute to the growth of the EY market solutions.
• Project, client and stakeholder management experience.

Ideally, you’ll also have

• Professional Qualification e.g. CFA / FRM / CQF / PRM.
• Project, client and stakeholder management experience.
• Experience in AI and Machine Learning.

What we look for
We are interested to hear from people with the right attitude for the job! That’s naturally entrepreneurial people that feed on the energy of a thriving global team. You’ll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. If you’ve got big ideas on how we can do better, as well as the confidence to voice them, this role is for you.

What we offer

• We offer a competitive remuneration package where you’ll be rewarded for your individual and team performance. Our comprehensive Total Rewards package includes support for flexible working and career development. At EY, your competencies and your areas of interest will determine your future, plus we offer you:
• Continuous learning: You’ll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you: We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership: We’ll give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.

Find out more on www.werkenbijey.nl about the many benefits to which you are entitled as employee at EY.

If you can demonstrate that you meet the criteria above, please contact us as soon as possible.

The exceptional EY experience. It’s yours to build.

EY | Building a better working world

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.
Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate.
Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.

An (online) assessment and a pre employment screening are part of the application procedure.
Due to laws and regulations, and because EY (and in some cases its clients) has high demands on the reliability and integrity of its employees, every new employee will be screened. Depending on your rank the pre employment screening could contain the following: Certificate of Conduct (in Dutch: VOG) or - if requesting a Dutch VOG is not possible - Criminal Background Check of the country you are currently living or have lived during the last five years, integrity questionnaire, verification of ID, diploma’s and/or work experience and consultation of the Dutch insolvency registry.