EY is seeking a quantitative professional with solid derivatives valuation experience to join their Risk practice in Brussels. The role involves independent valuation of complex derivative instruments, model development, and supporting audit engagements for top financial institutions. Ideal candidates will have a strong quantitative background and 3-6 years of relevant professional experience.
Primary responsibilities include participating in quantitative advisory and assurance engagements, developing and applying EY tools and models for financial instrument valuation, participating in model development and validation exercises, and identifying innovative areas for tool enhancement including machine learning applications.
Required experience includes a master's degree in a quantitative field, 3-6 years of professional experience in derivative valuation or related roles, solid understanding of quantitative modeling techniques, practical derivative pricing experience, proficiency in programming languages like Python and R, and strong communication skills in English.
EY offers a dynamic work environment with extensive technical and soft skills training, flexible working arrangements, access to innovative technologies, and opportunities for career growth within a leading global professional services firm. The role provides professional development, international exposure, and the chance to work with a diverse, skilled team of quantitative professionals.
