Treasury & Quantitative Finance Analyst - Manager/Senior Manager - Dublin/Cork

Treasury & Quantitative Finance Analyst - Manager/Senior Manager - Dublin/Cork

Location: Dublin/Cork Date: Jan 30, 2025 Requisition ID: 1539876 General Information Available for Work Visa Sponsorship: Yes Business Area: UKI Assurance Contract Type: Full-Time – Permanent At 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. The Team and the opportunity This 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. Your key responsibilities

• Sourcing market data across asset classes: commodities, credit, FX, equities, 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 success To qualify for the role, you must have

• Bachelor'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, with preferable experience in risk management, valuations, middle office, or trading environment.
• Strong understanding of financial derivatives pricing (OTC).
• Familiarity with CVA/DVA and counterparty credit risk.
• Strong Excel skills (knowledge of VBA preferred but not essential).
• Familiarity with at least one market data vendor.
• Some familiarity with a programming language, preferably Python or C#.

About EY As a global leader in Assurance, Tax, Transaction and Advisory Services, we’re using our expertise 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 offers We offer a competitive remuneration package and a comprehensive benefits package including flexible working and career development opportunities.

• Support and coaching from engaging colleagues.
• Opportunities to develop new skills and progress your career.
• Freedom and flexibility to handle your role in a way that’s right for you.

Inclusion & Diversity We are committed to fostering an environment where all differences are valued and respected. Our ability to include various viewpoints is fundamental to driving innovation and delivering the best solutions for our clients. 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. #J-18808-Ljbffr