Risk Consulting - Market Risk, Experienced Associate

EY; Kampung Malaysia Tambahan; On-site; MYR 120,000 - 180,000; Full time

Benefits offered by this job

Continuous learning

Flexible working arrangements

Diverse and inclusive culture

Leadership development

Job summary

Ernst & Young Advisory Services Sdn Bhd is recruiting for a Risk Consulting - Market Risk, Experienced Associate in Kuala Lumpur. You will participate in Quantitative Risk engagements with a Market Risk focus and collaborate with multi-disciplinary teams globally.

The role requires strong analytical ability, excellent communication, and a proactive, team-oriented mindset to deliver risk solutions across financial services.

Qualifications

• Top-tier education in financial mathematics/quant/finance/economics/actuarial
• 1+ year in credit, market, operational, liquidity, or interest rate risk
• Modeling: VaR, economic capital, stress testing, RAROC, hedging
• Credit life cycle, ratings, approvals processes
• Risk policies across credit/market/operational risk
• Treasury concepts: ALM, transfer pricing, hedging
• Strong planning, execution and reporting abilities
• Analytical skills to decompose financial services processes

Responsibilities

• Participate in Quantitative Risk engagements with a Market Risk focus
• Work effectively as a team member, sharing responsibility, providing support, maintaining communication, and updating senior team members
• Assist in preparing reports and schedules for clients and other parties
• Develop and maintain productive relationships with client personnel
• Build internal relationships within the practice and across services
• C ontribute to presentations and support proposals' development

Skills

Analytical skills

Problem-solving

Communication skills

Team collaboration

Financial services knowledge

Education

Financial mathematics / quantitative / finance / economics / actuarial

Job description

Risk Consulting - Market Risk, Experienced Associate

Other locations: Primary Location Only

Date: 12 Aug 2026

Requisition ID: 1635784

We are the only professional services organisation who has a separate business dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups including asset management, banking and capital markets, insurance and private equity, we provide integrated advisory, assurance, tax, and transaction services.

The opportunity

As part of the Financial Services Risk Management (FSRM) practice and you will provide a well-integrated broad array of risk management services to capital market participants within global banking, capital markets, asset management and insurance. FSRM products and services include Anti-Money Laundering, Regulatory Compliance, Prudential Supervision, Bank Holding Company reporting, Credit Risk/ Capital Adequacy/ Liquidity Risk, Market Risk, Operational Risk, Enterprise Risk, Structured Finance and Quantitative Advisory Services.

Your key responsibilities

As a FSRM Associate, you will:

• Participate in Quantitative Risk engagements with a Market Risk focus
• Work effectively as a team member sharing responsibility, providing support, maintaining

communication, and updating senior team members on progress

• Assist in preparing reports and schedules that will be delivered to clients and other parties
• Develop and maintain productive working relationships with client personnel
• Build strong internal relationships within the consulting practice and across other services
• Contribute to presentations and provide support to the development of proposals

Skills and attributes for success

• Strong analytical and problem-solving skills
• Strong drive to excel professionally, and to guide and motivate others
• Advanced written and verbal communication skills
• Dedicated, innovative, resourceful, analytical and able to work under pressure
• Foster an efficient, innovative and team-oriented work environment

To qualify for the role you must have

• Strong educational background from a top institution, financial mathematics/ quantitative/ finance/ economics/ actuarial programme
• Minimum 1 year of relevant experience in any of the following areas:
• Credit Risk, Market Risk, Operational Risk, Liquidity Risk and Interest Rate Risk Management
• Quantitative modeling: credit risk rating models, Value at Risk, economic capital models, stress testing, RAROC, hedging
• Credit life cycle understanding, and experience in credit rating & analysis and approvals process
• Risk policies and procedures in credit, market, operational risks
• Treasury management, e.g. ALM, transfer pricing and hedging
• Demonstrate strong planning, execution and reporting skills
• Analytical skills; specifically, the ability to assess and decompose financial services industry processes utilizing a risk and control focus

Ideally, you’ll also have

• Professional certifications in FRM, CFA

What we look for

Highly motivated individuals with excellent problem-solving skills and the ability to prioritize shifting workloads in a rapidly changing industry. An effective communicator, you’ll be a confident team player equipped with strong people management skills and a genuine passion to make things happen in a dynamic organization. If you’re ready to take on a wide range of responsibilities, and are committed to seeking out new ways to make a difference, this role is for you.

What working at EY offers

EY offers a competitive remuneration package commensurate with your work experience where you’ll be rewarded for your individual and team performance. We are committed to being an inclusive employer and are happy to consider flexible working arrangements, where this may be needed, guided by our FWA Policy. Plus, we offer:

• Continuous learning: You’ll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you: We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership: We’ll give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.

The exceptional EY experience. It’s yours to build.

EY | Building a better working world

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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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