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Senior Manager – Quantitative Advisory, Valuations and Market Risk

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Advisory
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JOH0021L Requisition #
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Client responsibilities
  • Participate in FSRM engagements.
  • Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders.
  • Participate in business development initiatives.
  • Build strong internal relationships within Ernst & Young Advisory Services and with other services across the organization
 
People responsibilities
  • Supervising, coaching, and mentoring staff.
  • Conduct performance reviews and contribute to performance feedback for staff.
  • Contribute to people initiatives, including recruiting, retaining and training FSRM professionals.
  • Contribute to an educational program to continually develop interpersonal and technical skills of staff.
  • Understand and follow workplace policies and procedures
Technical skills requirements
 
Credit Risk
  • Strong academic background, including

    MPhil / MSc / MComm or Honours degree. Professional qualification (CFA / FRM / PRM / FIA / FASSA) an advantage. Sound understanding of quantitative methods and their application in financial risk management.

  • Five years of related work experience.
  • Relevant experience in banking/capital markets at a commercial bank with a well-developed credit risk management infrastructure; or comparable experience working as an advisor to a financial services company.
  • Strong analytical and problem solving skills.
  • Demonstrated knowledge of credit and/or market risk measurement and management.
  • Experience at a regulatory or rating agency in the following: credit risk management, risk rating systems, regulatory capital, and/or capital markets.
  • Broad consulting and project management skills.
  • Effective written and oral communication skills.
  • Ability to discuss the following with counterparts at financial institutions: credit risk management, risk-adjusted performance measures, economic capital topics and current practices
 
Liquidity Risk
  • Strong academic background,

    MPhil / MSc / MComm or Honours degree. Professional qualification (CFA / FRM / PRM / FIA / FASSA) an advantage. Sound understanding of quantitative methods and their application in financial risk management.

  • Five years of related work experience.
  • A minimum of three years of relevant experience in banking/capital markets at a commercial bank with a well-developed credit risk management infrastructure; or comparable experience working as an advisor to a financial services company.
  • Experience in treasury and capital markets risk management practices, processes and products.
  • Knowledge of a broad range of treasury instruments and the complex financial products used to manage risk (including all short- and medium-term money market instruments, foreign exchange and interest rate derivatives).
  • Strong mathematical and problem-solving skills.
  • Ability to present complex information in a clear and concise manner.
  • Strong communication and relationship building skills.
  • Functional knowledge related to asset-liability management, interest rate risk, funding and liquidity risk, behavioral modeling, stress testing and scenario analysis, maturity mismatch, prepayment option modeling, sedimentation modeling, etc.
  • Understanding of leading practices in treasury governance, processes, procedures and internal control environment.
  • Leadership skills.
  • Proven project management skills.
  • Strong written and verbal communication skills for report writing, client presentations, and project management
 
Market Risk
  • Strong academic background, including

    MPhil / MSc / MComm or Honours degree. Professional qualification (CFA / FRM / PRM / FIA / FASSA) an advantage. Sound understanding of quantitative methods and their application in financial risk management.

  • Five years of related work experience.
  • Relevant experience in banking/capital markets at a commercial bank with a well-developed credit risk management infrastructure; or comparable experience working as an advisor to a financial services company.
  • Strong written and verbal communication skills.
  • Teamwork and leadership skills.
  • Problem-solving and solution development skills.
  • Project management experience preferred.
 
Regulatory Compliance/Anti Money Laundering/Bank Holding
  • Strong academic background,
    MPhil / MSc / MComm or Honours degree. Professional qualification (CFA / FRM / PRM / FIA / FASSA) an advantage. Sound understanding of quantitative methods and their application in financial risk management.
  • 5 years of related work experience;
  • Relevant experience with a government banking agency.
  • Knowledge of accounting, regulatory reporting and/or regulatory reporting software packages, as well as bank compliance practices.
  • Experience in the design, development and implementation of internal controls for financial services business processes.
  • Strong written and verbal communication skills for report writing and client presentations.
  • Analytical skills; specifically, the ability to assess and decompose financial services industry processes, utilizing a risk and control focus.
  • Effective leadership, project management and teamwork skills.
  • Prior experience in consulting preferred
 
Quantitative Advisory Services (QAS)
  • Strong academic background preferred, including a Bachelor's degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics.
  • Five years of related work experience.
  • Knowledge of statistical and numerical techniques and the principles of the theory of probability and stochastic calculus.
  • Understanding of C++/Visual Basic/Excel routines and analytical programming requirements.
  • Experience of working in a financial product engineering/research and development environment, designing and developing quantitative methods and services for capital market products.
  • Knowledge of capital markets products, methodologies and financial analytics, including an understanding of the key concepts of derivative instrument pricing and risk measurement.
  •  A desire to develop and integrate quantitative skills within a required scope of designing and implementing business services.
  • Strong written and verbal communication skills.
  • Proficiency in Arabic language skills are highly desirable.
 
Who we are 
 
Risk management protects business performance and contributes to sustainability in results. It's about achieving a clear understanding of risks and developing plans to manage them. As part of our team of risk professionals, you'll work with multinational businesses and public sector organizations to develop an integrated, holistic approach to risk and control. You'll help them benefit from their investments in internal controls and have greater confidence they can respond to whatever the future may hold. You'll be engaged in delivering some of the most significant and class-leading internal audit and risk engagements globally. As part of our market-leading global network of risk professionals, you'll gain the valuable experience you need to become a successful risk advisor. You'll also team with our performance improvement professionals in multidisciplinary engagements with major global clients, helping them transform and sustain their business performance. At Ernst & Young, we recognize that it's the perspectives, skills and enthusiasm you bring to our clients that makes the difference.

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