Treasury & Quantitative Finance Analyst – Manager/Senior Manager – Dublin/Cork

General Information

Location: Dublin/Cork

Available for Work Visa Sponsorship: Yes

Business Area: UKI Assurance

Contract Type: Full-Time – Permanent

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all

Our EY Corporate Treasury Practice is looking for talented treasury professionals at all levels to deliver consultative Treasury advisory services to our most high profile global and Irish clients

The Team and the opportunity

This role will be part of the FAAS Treasury Services team based in Dublin/Cork. The incumbent, a senior quantitative analyst, will specifically be tasked with managing the delivery of engagements related to quantitative finance: OTC derivatives pricing, CVA/DVA, share-based payments etc. as well as supervising junior team members in ensuring the delivery of engagements pertaining to pricing of derivatives.

Your key responsibilities

• Sourcing market data across asset classes: commodities (agris, energy etc.), credit (familiarity with Incremental Borrowing Rates would be beneficial but not essential), FX, equities (familiarity with proxying data e.g., volatility, for unobservable entities would be beneficial), interest rates, inflation.
• Upskilling/supporting junior team members in quantitative tasks as well as managing/prioritising deliverables.
• Driving delivery of the quantitative components of engagements in advisory and assurance.
• Continuous delivery enhancement i.e., development and maintenance of Excel workbooks and/or Python scripts (for example) to expedite pricing/data sourcing.

Skills and attributes for success

To qualify for the role, you must have

• Bachelor’s or Master’s degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Finance, Economics, or a related quantitative field.
• Excellent mathematical, statistical, and analytical skills.
• In-depth knowledge of financial markets and instruments. Preferable: Experience in risk management, valuations, middle office, trading environment.
• Strong understanding of financial derivatives pricing (OTC) e.g., European, American, Asian options, interest rate swaps, inflation swaps, asset swaps, swaptions, power purchase agreements et al.
• Familiarity with CVA/DVA and counterparty credit risk in general.
• Strong Excel skills (some knowledge of VBA preferrable but not essential).
• Familiarity with at least one market data vendor (LSEG (Refinitiv/Reuters), CapitalIQ, Bloomberg)
• Some familiarity with a programming language would be valuable, preferably Python or C#.

What working at EY offers

We offer a competitive remuneration package. Our comprehensive Total Rewards package includes support for flexible working and career development, and with FlexEY you can select benefits that suit your needs, covering holidays, health and well-being, insurance, savings and a wide range of discounts, offers and promotions. Plus, we offer:

• Support and coaching from some of the most engaging colleagues around
• Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that’s right for you

All our employees are given a benefits package which they can tailor to suit their individual preferences. Our range of benefits include:

• Pension
• Maternity & Paternity leave
• Discounted health insurance
• Bike to work Scheme
• Web Doctor – Free unlimited online GP consultations for you and your family
• Recognition Awards
• The purchase of additional annual leave
• Cash incentives for referrals
• Hybrid Working
• Work Mobile
• Free Gym membership
• TECH MBA paid by EY
• Travel Pass
• Wellness rooms Available in some offices

EY is committed to being an inclusive employer and we are happy to consider flexible working arrangements. We strive to achieve the right balance for our people, enabling us to deliver excellent client service whilst allowing you to build your career without sacrificing your personal priorities. While our client-facing professionals can be required to travel regularly, and at times be based at client sites, our flexible working arrangements can help you to achieve a lifestyle balance.

Career Progression

• When you join EY, you will be supported to ensure that you are enhancing your skills from day one.
• Continuous learning, where you can develop the mindset and skills to navigate whatever comes next.
• As you grow and develop here, you’ll discover opportunities to help customise your career journey, so that it’s as unique as you are – success is defined by you, we will provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership, we will give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture, you will be embraced for who you are and empowered to use your voice to help others find theirs.
• We have embraced Hybrid working at EY adding greater flexibility and autonomy to the roles of our employees.

About EY

As a global leader in assurance, tax, transaction and advisory services, we’re using the finance products, expertise and systems we’ve developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. Whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.

Inclusion & Diversity

We hold a collective commitment to foster an environment where all differences are valued and respected, practices are equitable and everyone experiences a sense of belonging: Inclusion, diversity, and equity are part of who we are at EY. We believe that the highest-performing teams maximize the power of different perspectives and backgrounds. These teams are both diverse and inclusive and are willing to invite and learn from other perspectives. Our ability to include various viewpoints into our mindsets, behaviours and operations is fundamental to driving innovation, building strong relationships, and delivering the best solutions for our clients.

We recognise the strength that comes from having a diverse workforce and building a culture where we support all our people to achieve their potential. You’ll be embraced for who you are and empowered to use your voice to help others find theirs.

As an equal opportunities’ employer, we welcome applications from people of all backgrounds. Reasonable accommodations are offered at every stage of our recruitment process.

If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.

Join us in building a better working world. That’s Why, EY.

Apply now.

IMPORTANT: Where Agency assistance is required, our Talent Team will engage directly with suppliers. CVs / Profiles should not be shared directly with Hiring Managers. Unsolicited CVs / Profiles supplied to EY by Recruitment Agencies will not be accepted for this role.

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