DE-Technical Risk Analyst-GDSN02

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 us and build an exceptional experience for yourself and a better working world for all.

Career Family - Technical Analyst

The opportunity

We are the only professional services organization who has a separate business dedicated exclusively to the financial services marketplace. Join Risk and Compliance Engineering Team and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups including Risk Management Asset management Banking and Capital Markets Insurance and Private Equity we provide integrated advisory assurance tax and transaction services. Through diverse experiences world-class learning and individually tailored coaching you will experience ongoing professional development. Thats how we develop outstanding leaders who team to deliver on our promises to all of our stakeholders and in so doing play a critical role in building a better working world for our people for our clients and for our communities. Sound interesting Well this is just the beginning. Because whenever you join however long you stay the exceptional EY experience lasts a lifetime.

Were looking for a Market Risk Technical Analyst at EY GDS. You will work on analysing designing and implementing market risk solutions for leading financial institutions using modern analytics platforms and risk management systems. You will collaborate with cross-functional teams including risk managers quants and technology teams to gather requirements build user stories and deliver data-driven risk solutions that meet regulatory requirements and business needs while leveraging best practices in Agile methodologies and risk analytics. This is a fantastic opportunity to be part of a leading firm whilst being instrumental in the growth of a new service offering. We are the only professional services organization who has a separate business dedicated exclusively to the financial and non-financial services marketplace. Join Digital Engineering team and you will work with multi-disciplinary teams from around the world to deliver a global perspective.

EY Risk and Compliance Engineering is a unique industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. The Risk and Compliance Engineering (RCE) practice works with clients to analyse formulate design mobilize and drive digital transformation initiatives. We advise clients on their most pressing digital challenges and opportunities surround business strategy customer growth profit optimization innovation technology strategy and digital transformation. We also have a unique ability to help our clients translate strategy into actionable technical design and transformation planning/mobilization. Through our unique combination of competencies and solutions EYs RCE team helps our clients sustain competitive advantage and profitability by developing strategies to stay ahead of the rapid pace of change and disruption and supporting the execution of complex transformations.

Your Key Responsibilities

• Market Risk Framework Implementation: Design develop and implement market risk frameworks including VaR (Value at Risk) CVA (Credit Valuation Adjustment) PFE (Potential Future Exposure) ES (Expected Shortfall) stress testing and scenario analysis for financial institutions.
• Agile Business Analysis: Lead requirements gathering and documentation in Agile environments; create and manage user stories epics acceptance criteria and product backlogs for market risk initiatives.
• Risk Data Analysis: Leverage SQL to extract transform and analyze complex market risk datasets across asset classes (equities fixed income FX commodities derivatives).
• Analytics & Reporting: Design and develop BI dashboards and analytics solutions for market risk metrics counterparty credit risk (CVA PFE) risk limit monitoring and regulatory reporting using tools like Tableau Power BI or similar platforms.
• Python Automation: Utilize Python for data analysis report automation and supporting risk calculation processes.
• Risk Reporting Solutions: Develop and maintain risk reporting workflows for market risk metrics P&L attribution CVA sensitivities and XVA components.
• Stakeholder Collaboration: Collaborate with risk managers traders quantitative analysts IT teams and business stakeholders to translate risk requirements into technical solutions through Agile ceremonies (sprint planning backlog refinement demos).
• Regulatory Compliance: Ensure market risk solutions comply with regulatory standards including Basel III/IV FRTB (Fundamental Review of the Trading Book) SA-CCR and Dodd-Frank requirements.

Skills and Attributes for Success

Required Skills:

• Strong experience of 4-8 years working directly with clients in a consulting or advisory capacity managing client relationships and delivering solutions.
• Market Risk Expertise: Strong hands-on understanding of market risk and counterparty credit risk processes:
  • CVA (Credit Valuation Adjustment) and XVA components (DVA FVA)
  • VaR (Value at Risk) methodologies (Historical Parametric Monte Carlo)
  • PFE (Potential Future Exposure) and EPE calculations
  • ES (Expected Shortfall) / CVaR
  • Stress testing and scenario analysis
• SQL Proficiency: Strong hands-on experience with SQL for data extraction transformation aggregation and analysis of large-scale risk datasets.
• Agile Business Analysis: Proven experience as a Business Analyst in Agile environments writing clear user stories and epics defining acceptance criteria and managing product backlogs facilitating requirements workshops and backlog refinement sessions working in sprints with cross-functional teams
• Python Skills: Working knowledge of Python for data analysis scripting and automation (libraries such as Pandas NumPy).
• Analytics & BI Tools: Experience with analytics and Business Intelligence platforms such as Tableau Power BI Qlik or similar tools for risk reporting and visualization.
• Financial Products Knowledge: Strong knowledge of financial instruments and their risk characteristics (derivatives bonds equities FX interest rate products).
• Regulatory Knowledge: Understanding of regulatory frameworks such as Basel III/IV FRTB SA-CCR and BCBS 239.
• Communication Skills: Excellent stakeholder management and communication skills with ability to explain complex risk concepts to technical and non-technical audiences.

Preferred Experience:

• Risk Systems: Experience with market risk platforms (e.g. Murex Calypso Summit RiskMetrics) or risk analytics tools.
• Cloud & Modern Platforms: Familiarity with cloud-based data platforms (AWS Azure GCP) or modern analytics platforms (Databricks Snowflake).
• Data Modeling: Understanding of data warehousing concepts and risk data architecture.
• Certifications: Professional certifications such as FRM (Financial Risk Manager) PRM (Professional Risk Manager) CFA or Agile certifications (CSPO PMI-ACP).
• Advanced Analytics: Experience with advanced risk analytics model validation or quantitative finance.
• JIRA/Confluence: Proficiency with Agile tools like JIRA Confluence or Azure DevOps.

Education

• Degree: Bachelors or masters degree in finance Mathematics Economics Engineering Computer Science or a related quantitative field or equivalent practical experience.

What we offer

EY Global Delivery Services (GDS) is a dynamic and truly global delivery network. We work across six locations Argentina China India the Philippines Poland and the UK and with teams from all EY service lines geographies and sectors playing a vital role in the delivery of the EY growth strategy. From accountants to coders to advisory consultants we offer a wide variety of fulfilling career opportunities that span all business GDS you will collaborate with EY teams on exciting projects and work with well-known brands from across the globe. Well introduce you to an ever-expanding ecosystem of people learning skills and insights that will stay with you throughout your career.

• Continuous learning: Youll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you: Well provide the tools and flexibility so you can make a meaningful impact your way.
• 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.

EY Building a better working world

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