EY Looking For Consultant

EY is hiring  Masters degree in Financial Engineering, Statistics, Economics, MBA (Finance), PhD · Certifications like CQF, FRM, CFA .Ernst & Young Global Limited Liability Partnership, commonly known as Ernst & Young or simply EY, is a multinational professional services firm with headquarters in London, England, United Kingdom. EY is one of the largest professional services firms in the world……Interested and eligible candidates apply online with link provide at the bottom and check eligibility before apply and Eligibility details as follows:

Vacancy details :

  • Company Name: EY
  • Location :Mumbai
  • Post Name:Analytic Consultant 2
  • Qualification: Masters degree in Financial Engineering, Statistics, Economics, MBA (Finance), PhD · Certifications like CQF, FRM, CFA
  • Experience :01-05+years of total experience 
  • No of Vacancies:Not Disclosed
  • Salary: Not Disclosed by Recruiter

Job Description/Skills Required

  • Deep understanding of derivatives and empirical asset pricing theory (Black-Scholes framework, stochastic calculus, jump diffusion etc.) and independently able to validate pricing, market risk models and the underlying concepts · Deep understanding of Mathematics and statistics in terms of linear algebra, probability theory, stochastic calculus · Understanding of VaR, modelling of VaR using monte-carlo simulation, historical and parametric approach and VaR backtesting · Understanding of interest rate curve construction, modelling interest rates, calibration of interest rate models (CIR, HJM, LMM, HW etc.) · Understanding of Volatility Models (Vanna-Volga, Local Volatility models, stochastic volatility models like SABR, Heston) · Independently able to price derivative instruments of vanilla (swaps, European options, CDS) and exotic payoff structures (Bermudan swaptions, Equity linked notes, MBS etc.) using analytical, simulation, trees etc. · Understanding of counterparty risk – CVA, DVA, FVA (using analytical and simulation approach) including backtesting of CCR models (Risk factor distribution and correlation backtesting).

Selection Process: Shortlisted candidates may called for selection process including personal interview and Group discussion , Exam
How to Apply :  Click here for full details and Apply

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