Assistant / Senior (Quantitative Analytics and Treasury Services)

Job description

At EY we develop future-focused skills and provide world‑class experiences in a flexible, inclusive culture powered by technology and AI. As part of the QATS team you will perform financial derivatives and business valuations, develop valuation models for linear and non‑linear instruments using option pricing theory, Monte Carlo simulation and statistical analysis. You will validate pricing and risk models, assess private equity and venture capital portfolios, value debt and hybrid instruments, and build credit risk models for Basel and IFRS 9. Responsibilities include writing high‑quality validation reports, contributing to project delivery, applying data analytics for insights, and maintaining professional client relationships while mentoring and learning continuously.

Requirements

• Work effectively as a team member, sharing responsibility and providing support
• maintain communication and update team members on progress
• highly motivated with ability to multi‑task and work independently under minimal supervision
• excellent analytical and problem‑solving skills
• strong written and verbal communication skills
• demonstrate integrity, values, principles and work ethics
• good project management skills
• proficient in financial derivatives valuation using EY tools
• able to explain valuation differences between client and EY
• capable of quantitative credit risk assessment
• basic knowledge of VBA, Numerix, R, Python, SAS
• ability to work independently and take ownership of projects

Skills