Quantitative Senior Analyst 1 at Ernst & Young Global Limited (EY)

Your key technical responsibilities 

The successful applicant will work within a team which offers our clients advice and hands on assistance with issues such as:

• The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9 and Basel requirements
• IFRS 13 fair value measurement focussing on the valuation of exotic derivatives across a range of underlying asset classes and the valuation of fixed income and money market instruments
• IFRS 2 share-based payment and BEE deal valuation
• xVA modelling (credit and debit valuation adjustment, funding valuation adjustment, etc.)

Your responsibilities

• Participate actively in assigned QAS client engagements
• Assist with the build and delivery of client solutions, based on knowledge of clients’ agendas
• Develop informed views for clients on the implications of current and anticipated industry issues
• Assist with new business sales through identifying new client opportunities and playing a role in developing and driving sales campaigns

To qualify for the role, you must have:

• Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree
• Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
• A minimum of 2 years relevant working experience

 Ideally, you will also have:

• A willingness to learn and grow