A senior consulting role in market risk management at EY, focusing on applying advanced mathematical methods in finance. The role involves working with large banks, insurance companies, and funds on market risk management systems, model development, and implementation of modern technologies.
Primary responsibilities include assisting clients in market risk management areas such as currency, interest rate, and equity risk, financial instrument pricing, hedging, capital management, asset and liability management (ALM), and financial sector regulation. Projects will span locations in Prague and other financial centers across Europe.
Required experience includes a strong background in statistical model development, financial market understanding, and expertise in software like R, Python, MATLAB, C++, and SQL. Candidates should have a mathematics or economics background with excellent English language skills (C1 or higher).
EY offers competitive compensation including a base salary based on experience, potential bonuses, 6 weeks of vacation, professional development opportunities, language courses, technology benefits like an iPhone, health insurance, and a comprehensive benefits package including a yearly cafeteria budget of 30,000 CZK and various employee discounts.
