Apply

Ready to go for it?

AI Apply speeds things up—apply directly if you prefer.

FREE ACCESS
5,000–10,000 jobs/day
JobTailor Logo

See all jobs on JobTailor

Search thousands of fresh jobs every day.

Discover
  • Fresh listings
  • Fast filters
  • No subscription required
Create a free account and start exploring right away.
EY

Risk Consulting Manager

EY

Manager in EY's Financial Services Risk Management group focusing on quantitative trading solutions and risk management. Mentoring junior consultants and managing client relationships in capital markets activities.

Posted 7/15/2026full-timeNoida • 🇮🇳 IndiaMid-LevelSeniorWebsite

Core Competencies

Role fit
Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in quantitative finance, including model development and validation for pricing derivatives across various asset classes. Strong communication and stakeholder management skills are essential for mentoring and managing client relationships effectively.

Highest-signal resume keywords
Quantitative Finance ExpertiseModel Development/ValidationRisk Management KnowledgeAdvanced Python or Java Coding SkillsStakeholder Management

ATS Keywords

Tailor your resume
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills
Statistical TechniquesMonte-Carlo MethodsFinite Difference MethodsStochastic CalculusDifferential and Integral CalculusNumerical MethodsLinear AlgebraModel Validation ProceduresPricing DerivativesAsset Liability Management
Soft Skills
Excellent CommunicationStrong Problem-Solving SkillsMentoring
Tools & Technologies
CalypsoSunGard AdaptivMurexNumerixBloombergRiskMetricsSpectrumEQFStatistical Packages in RSQL
Certifications & Qualifications
FRMCQFCFAPRM
Industry Keywords
Financial ServicesMarket RiskCounterparty Credit RiskBaselCCARFRTBPricing ModelsRisk Management SystemsClient ManagementPerformance Reviews

Tech Stack

Tools & technologies
JavaPythonSQL

About the role

Key responsibilities & impact
  • Demonstrate deep technical capabilities and understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business.
  • Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes.
  • Play an active role in mentoring junior consultants within the organization.
  • Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs
  • Contribute to people initiatives including recruiting talent
  • Stakeholder and client management
  • Play your part in developing intellectual capital to support delivering superior outcomes for client and firm.

Requirements

What you’ll need
  • Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics.
  • Working knowledge or academic experience of statistical and numerical techniques (E.g., Monte-Carlo methods, Finite difference methods)
  • Knowledge of mathematical concepts and domain knowledge related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
  • Strong risk management/model development/validation knowledge in market risk (VaR, Stressed VaR, Expected Shortfall, etc.) and/or counterparty credit risk (CVA, PFE, etc.).
  • Good hands-on experience in model development/validation/monitoring/audit procedures (including Stress testing, Back-testing, Benchmarking, etc.).
  • Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus (ODE/PDE/SDE), Numerical Methods, Linear algebra, Measure Theory.
  • Related to pricing derivatives for any of the asset classes such as fixed income, equities, credit, interest rates, FX, and commodities
  • Development/Validation/Annual Review of Equity pricing models, Interest Rate Models (HW1F, HW2F, HJM, LMM), Stochastic Volatility (SABR, Heston) model, Local Volatility model (Dupire), frameworks for Volatility stripping and calibration, Bootstrapping of IR curves (Single curve, Multi curve framework), Asset Liability Management (NII, MVPE) and Prepayment Models.
  • Knowledge of Estimating Idiosyncratic volatility (specific risk) and estimating Beta, Handling missing data in time series, Validating proxy time series.
  • Strong coding skills in Advanced Python or Java, C++ with combination of Statistical packages in R.
  • Basic knowledge of SQL is expected.
  • Excellent communication and strong problem-solving skills.
  • Good-to-have: Certifications such as FRM, CQF, CFA, PRM
  • Regulatory knowledge/experience in areas such as Basel, CCAR, and FRTB.
  • Pricing/Risk management system knowledge/experience – Calypso, SunGard Adaptiv, Murex, Numerix, Bloomberg, RiskMetrics, Spectrum, EQF, etc.
  • Willingness to travel to meet client needs

Benefits

Comp & perks
  • A collaborative environment where everyone works together to create a better working world
  • Excellent training and development prospects, both through established programs and on-the-job training
  • An excellent team of senior colleagues, dedicated to managing and varying your workload