Experienced Professionals in Market Risk Management

Experienced Professionals in Market Risk Management


Requisition # GRE000LT

Post Date Apr 25, 2018

At EY we support you in achieving your unique potential both personally and professionally. We give you stretching and rewarding experiences that keep you motivated, working in an atmosphere of integrity and teaming with some of the world’s most successful companies. And while we encourage you to take personal responsibility for your career, we support you in your professional development in every way we can. You enjoy the flexibility to devote time to what matters to you, in your business and personal lives. At EY you can be who you are and express your point of view, energy and enthusiasm, wherever you are in the world. It’s how you make a difference.

**Job purpose**

We are currently seeking highly motivated people for our Advisory practice, which is a leading provider of services to the banking and insurance sector as well as large corporates in other industries. You will build valued relationships with external clients and internal peers and contribute to the growth of our team. Bringing experience and insight on one or more disciplines, you will shape solutions to a range of client challenges in market risk management. Working in this creative environment, you will be given the opportunity to take responsibility and work on challenging projects for major clients in Greece as well as major financial institutions abroad.


+ Excellent academic background, including a bachelor and a master degree in Mathematics, Econometrics, Engineering, Economics, Finance or other related field with strong quantitative focus. Ph.D. will be considered an asset.

+ Professional experience, ranging from limited to extensive for respective positions, with focus on one or more of the following:

+ Financial instruments/Derivatives valuation.

+ Pricing and Market Risk Model development and/or implementation.

+ Model testing and validation.

+ Market risk monitoring/reporting.

+ Counterparty Credit Risk, CVA and Initial Margin modelling.

+ Market Risk related regulatory requirements and accounting treatment.

+ Quantitative and qualitative analysis of risk exposures (risk measures, scenario analysis, stress testing).

+ Strong skills in programming and quantitative analysis packages (e.g. VBA, R, Python, Matlab). Software development and database experience will be considered an asset.

+ Strong analytical, problem solving and critical thinking skills.

+ Willingness to learn and continuously expand technical and business skills.

+ Strong communication, presentation and writing skills in English and Greek. Knowledge of additional languages will be considered an asset.

+ Excellent interpersonal skills and ability to work effectively within a team.

+ Project management skills.

+ Willingness and ability to travel and work abroad for international projects.

+ Completed military obligations (where applicable).