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Ernst & Young

Global professional services: consulting, assurance, tax

Consultor – A - Sênior em Risco de Mercado, São Paulo

Quantitative RiskUpdated on Nov 14
Full-timeSão Paulo, State of São Paulo, BrazilIn-person

About the Job

Requirements

  • Experience in market risk gained at banks, consulting firms, or other financial institutions, including knowledge of risk metrics and methodologies such as Value at Risk, stress testing, sensitivity analyses, curves, and risk factors.
  • Experience in quantitative modeling, data analysis, calculation validation, and applying risk methodologies to measurement and risk-management projects.
  • Knowledge of FRTB, Basel, and regulatory capital.
  • Knowledge of Python, SQL, SAS, and/or advanced Excel, along with analytical ability and ease interacting with Risk, Treasury, Finance, and Technology teams.
  • Completed higher education in Economics, Finance, Business Administration, Engineering, or related fields.
  • Knowledge of English.

Responsibilities

  • Work on market-risk and regulatory-compliance projects, including initiatives involving FRTB and related topics in risk management and measurement at financial institutions.
  • Apply methodologies such as Value at Risk, stress testing, sensitivity analyses, curves, and risk factors; conduct quantitative modeling, data analysis, calculation validation, and risk methodology application to support risk measurement and management projects.

Desired Qualifications

  • Knowledge of or experience with FRTB/SA, SBM, DRC, IRRBB, regulatory implementation, and projects related to capital calculation.

About the Company

Ernst & Young

Global professional services: consulting, assurance, tax

EY (Ernst & Young) provides professional services at a global scale, offering consulting, assurance, tax, and transaction advisory services. It serves clients across industries such as technology, media, real estate, hospitality, and construction. Instead of selling a single product, EY works with clients through tailored engagements where cross-disciplinary teams analyze challenges, design strategies, perform audits, help with tax planning, and assist with mergers or divestitures. What sets EY apart is its worldwide reach and integrated service model, industry-specific expertise, and focus on responsible business practices like sustainability, cybersecurity, and workforce flexibility. EY’s goal is to help organizations improve performance, manage risk, and achieve sustainable growth while building a better working world.

Company size
5,001-10,000
Company stage
Not listed
Total funding
Not listed
Headquarters
Boston, MA
Founded
1991

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