Job Description
Location: Dublin 2Other locations: Primary Location OnlyDate: Oct 11, 2024Treasury & Quantitative Finance Analyst - Manager/Senior Manager - Dublin/CorkGeneral InformationLocation: Dublin/CorkAvailable for Work Visa Sponsorship: YesBusiness Area: UKI AssuranceContract Type: Full-Time – PermanentAt 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. Join us and build an exceptional experience for yourself, and a better working world for all.Our EY Corporate Treasury Practice is looking for talented treasury professionals at all levels to deliver consultative Treasury advisory services to our most high profile global and Irish clients.The Team and the opportunityThis role will be part of the FAAS Treasury Services team based in Dublin/Cork. The incumbent, a senior quantitative analyst, will specifically be tasked with managing the delivery of engagements related to quantitative finance: OTC derivatives pricing, CVA/DVA, share-based payments etc. as well as supervising junior team members in ensuring the delivery of engagements pertaining to pricing of derivatives.Your key responsibilitiesSourcing market data across asset classes: commodities (agris, energy etc.), credit (familiarity with Incremental Borrowing Rates would be beneficial but not essential), FX, equities (familiarity with proxying data e.g., volatility, for unobservable entities would be beneficial), interest rates, inflation.Upskilling/supporting junior team members in quantitative tasks as well as managing/prioritising deliverables.Driving delivery of the quantitative components of engagements in advisory and assurance.Continuous delivery enhancement i.e., development and maintenance of Excel workbooks and/or Python scripts to expedite pricing/data sourcing.Skills and attributes for successTo qualify for the role, you must haveBachelor's or Master's degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Finance, Economics, or a related quantitative field.Excellent mathematical, statistical, and analytical skills.In-depth knowledge of financial markets and instruments. Preferable: Experience in risk management, valuations, middle office, trading environment.Strong understanding of financial derivatives pricing (OTC) e.g., European, American, Asian options, interest rate swaps, inflation swaps, asset swaps, swaptions, power purchase agreements et al.Familiarity with CVA/DVA and counterparty credit risk in general.Strong Excel skills (some knowledge of VBA preferable but not essential).Familiarity with at least one market data vendor (LSEG (Refinitiv/Reuters), CapitalIQ, Bloomberg).Some familiarity with a programming language would be valuable, preferably Python or C#.About EYAs a global leader in Assurance, Tax, Transaction and Advisory Services, we’re using the finance products, expertise, and systems we’ve developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities, and creative freedom to make things better.What working at EY offersWe offer a competitive remuneration package. Our comprehensive benefits package includes support for flexible working and career development. Plus, we offer:Support and coaching from some of the most engaging colleagues around.Opportunities to develop new skills and progress your career.The freedom and flexibility to handle your role in a way that’s right for you.All our employees are given a benefits package which they can tailor to suit their individual preferences. Our range of benefits include:Hybrid WorkingPension/Discounted Health InsuranceWeb DoctorPurchase of Additional Annual LeaveFree Gym MembershipTravel PassMaternity & Paternity LeaveBike to Work SchemeReferral Bonuses & Recognition AwardsTech MBA paid by EYEY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities.If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.Join us in building a better working world. That’s Why, EY.Apply now.IMPORTANT: Where Agency assistance is required, our Talent Team will engage directly with suppliers. CVs / Profiles should not be shared directly with Hiring Managers. #J-18808-Ljbffr