Professional in Derivatives - Market Risk - Counterparty Credit Risk

At EY youll 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. And were counting on your unique voice and perspective to help EY become even better too.

Join our continuously growing team which employs over 2.500 professionals in Greece and is listed in Greeces Top Employers for 2024 and Great Place to Work 2024! Experience great flexibility under our hybrid operating model across our offices in Athens Patras and Thessaloniki while benefiting from personalized learning and career development opportunities. We prioritize diversity equity and inclusion fostering an environment where everyones unique perspectives are valued that supports you in building an exceptional experience for yourself and a better working world for all.

Embark on a journey with EY Consulting where your career is our commitment and your growth is our goal.

The opportunity

You will join the local market leader in Risk Consulting. Our clients major players in the local and international market operate in a fastpaced environment characterized by continued disruption and transformation. Your future teammates being talented supportive valuesdriven diverse and highperforming professionals help clients navigate complexity assess business opportunities protect value drive sustainable growth and instill trust across their internal and external stakeholders.

Your key responsibilities

You are expected to work efficiently in diverse teams be adaptable flexible and inclusive showcasing strong communication skills and teamwork. You are anticipated to manage time effectively think critically and creatively with the desire to learn and understand new things demonstrating a proactive approach to problemsolving and innovation.

For this role you are required to:

• Support the development and validation of mathematical/statistical models for valuation of advanced financial instruments risk models and other analytical tools
• Lead projects related with trading book regulatory requirements and impact assessments
• Design and develop/ implement overall treasury and market risk management frameworks and controls
• Perform detailed data analysis to help clients solve business problems and complex issues in the financial services industry
• Communicate and interpret technical concepts to both technical and nontechnical client stakeholders
• Contribute to the attainment of group and individual goals by sharing knowledge identifying business opportunities and productivity and facilitating teamwork
• Understand our clients needs and consistently deliver quality client services
• Establish relationships with client personnel at appropriate levels

To qualify for the role you must have

• Solid academic background in a quantitative field including Mathematics Physics Econometrics Engineering Data Science Economics and Finance. Ph.D. will be considered an asset.
• Professional experience with focus on one or more of the following:
  • Financial instruments/derivatives valuation and risk management.
  • Market Risk (model development validation monitoring/reporting)
  • Counterparty Credit Risk and CVA
  • Financial market data analysis
• Basic programming knowledge or relevant experience/training
• Solid presentation and writing skills in both English and Greek. Knowledge of additional languages will be considered an asset
• Strong analytical problem solving and critical thinking skills
• Strong attention to detail with a logical and methodical approach

Ideally youll also have

• Strong coding skills and experience utilizing programming languages such as Python/R/Matlab
• A relevant professional qualification (e.g. PRM FRM CFA etc.
• Knowledge of the Market and Counterparty Credit Risk regulatory landscape (FRTB CVA Capital Requirements)
• Experience in quantitative and qualitative analysis of risk exposures (risk measures scenario analysis stress testing)
• Solid project management skills
• Team management skills (including coaching and mentoring junior team members and new hires)
• Working experience in consulting

What we look for

Your passion for excellence your enthusiasm and motivation for personal and professional growth characterize you. You thrive when you connect learn innovate and tackle complex challenges as part of a likeminded high performing team. You have a strong desire to make a positive difference in the world not only through your work but also through your other activities.

You demonstrate integrity respect teaming and inclusiveness
You are a person with energy enthusiasm and the courage to lead
You build relationships based on doing the right thing

If you share these values and you are ready to make a real impact this role is for you!

Locations: Athens Patras Thessaloniki

What we offer

• Competitive remuneration package: Youll be rewarded for your individual and team performance. Depending on your experience our comprehensive rewards package includes benefits that suit your needs including cuttingedge technological equipment ticket restaurant vouchers a private health insurance scheme life insurance income protection and an exclusive EY benefits club that provides a wide range of discounts offers and promotions.
• Flexible working arrangements: We operate under a hybrid working model which is defined based on both your own preferences and teams needs and we enjoy our summers with short Fridays.
• Personalized learning experience and career development: We provide free and unlimited access to educational platforms and EY Badges support certifications and provide coaching and feedback as a part of our Leadership & Development process all of which can lead to a meaningful impact and success as defined by you.
• Transformative leadership: Well give you the insights coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture: Youll be embraced for who you are and empowered to use your voice to help others find theirs.
• International Experience: Become part of international projects and work along multicultural teams through our global network.
• Above all you will be working in one of the most recognized employers in Greece as we have been awarded the Top Employers Great Place to Work and Best Workplaces for Women awards for 2024.

If you can demonstrate that you meet the criteria above please contact us as soon as possible.

The exceptional EY experience. Its yours to build.

Apply now.

EY Building a better working world

EY exists to build a better working world helping to create longterm value for clients people and society and build trust in the capital markets.

Enabled by data and technology diverse EY teams in over 150 countries provide trust through assurance and help clients grow transform and operate.

Working across assurance consulting law strategy tax and transactions EY teams ask better questions to find new answers for the complex issues facing our world today.

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