Executive, Complex Securities Valuations, Strategy & Transactions, London - Ernst & Young

Ernst & Young; London; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading company in financial services seeks a member for their Complex Securities team in London. The role involves valuing financial products, developing quantitative models, and requires strong analytical and technical skills. Candidates should have relevant academic qualifications and experience in financial services, making this a dynamic opportunity in a globally connected environment.

Qualifications

• Practical experience of financial engineering and modeling.
• Strong technical modeling skills, comfortable with programming tools.
• Experience in financial services or consultancy with problem-solving skills.

Responsibilities

• Price complex financial products and derivatives.
• Develop quantitative solutions for clients.
• Analyze financial market data and present reports.

Skills

Financial engineering techniques

Numerical analysis

Communication skills

Education

MSc or PhD in Financial Mathematics

CQF or FRM qualification

Tools

Excel

VBA

Python

R

MATLAB

Job description

Job Description

At EY, we're all in to shape your future with confidence.

We'll help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go.

Join EY and help to build a better working world.

The opportunity

At EY-Parthenon, our unique combination of transformative strategy, transactions, tax and corporate finance delivers real-world value - solutions that work in practice, not just on paper. Benefiting from EY's full spectrum of services, we've reimagined strategic consulting to work in a world of increasing complexity. With deep functional and sector expertise, paired with innovative AI-powered technology and an investor mindset, we partner with CEOs, boards, private equity and governments every step of the way.

Your key responsibilities

The Complex Securities team provides quantitative financial valuation services to clients. Projects can range from valuation of bespoke financial products and contracts, the construction of models that price or analyse financial risk, to reviewing of client models or valuations in a similar field.

As part of your role, you will:

• Price complex and often bespoke financial products and derivatives, sometimes building models from scratch.
• Develop solutions for external and internal clients based on sound quantitative models.
• Collect and analyse financial market data and time series.
• Prepare and present reports to support the analysis.
• Review quantitative models developed by clients or third parties.
• Work within available budgets and timelines on a variety of projects whilst keeping the assignment manager updated with progress.

Skills and attributes for success

Successful applicants will be highly numerate and analytical. You will understand the fundamentals of financial instrument valuations, be comfortable preparing an independent analysis and be able to explain the rationale behind the chosen approach.

In addition, you will be well-organized in your work, be a team player and possess good communication skills. Specifically, you can explain the essence of complex models and technical concepts to the team and to clients.

What we look for:

• Practical experience of applying financial engineering techniques, e. g. modelling securities or derivative instruments;
• Strong technical modelling skills, with knowledge of Excel and VBA and/or other programming tools such as MATLAB, Python or R; and
• Experience of working in financial services, consultancy or in a relevant role in industry, with demonstrable problem-solving skills.

Ideally, you'll also have

• An MSc or PhD in financial mathematics or another numerate subject. A qualification such as CQF or FRM would be advantageous.
• Capital markets or financial risk management experience.
• Knowledge of simulation or other numerical techniques in financial engineering or economics.