FSO - Risk Consulting - FRM (Market Risk/IBOR) - Experienced Hires - Hong Kong
Location: Hong Kong
Other locations: Primary Location Only
Date: Mar 18, 2026
Requisition ID: 529582
EY's Financial Services Office (“FSO”) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.
Within EY's FSO Advisory Practice, the Financial Services Risk Management (“FSRM”) group providessolutions that help FSO clients to identify, measure, manage and monitor the market, credit, operational,and regulatory risks associated with their trading, asset-liability management, capital management andother capital markets activities.
Your key responsibilities
Assist clients in Quantitative Risk projects focused on Market Risk and Counterparty Credit Riskmanagement
Manage and run projects effectively, conduct business analysis, collect user requirement, andperform user acceptance test and impact analysis
Effectively work with a diverse group of project stakeholders to influence strategic direction tomeet business goals and support benefits realization
Demonstrate strong technical capabilities, professional knowledge, and ability to quicklyassimilate new knowledge. Stay abreast of new developments in valuation and risk managementmethodology, current market practices in risk-finance alignment and theirs correspondingregulatory requirements Skills and attributes for success
Strong knowledge in Market Risk and / or Counterparty Credit Risk Methodologies andframeworks in banks and other financial institutions
Excellent interpersonal and communication skills
Self-motivated with a sense of ownership and accountability. Able to work independently andperform under pressure
Problem solver and adapter to dynamic changes of projects and market behaviour
To qualify for the role you must have
At least 2+ years of experience within a consulting firm, a bank or other financial institution’s riskmanagement, valuation control or quantitative analytics related business functions
Bachelor’s degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Engineering or other numerical subjects from a reputable institution; an advanced degree andprofessional certification (e.g. FRM / CFA) will be a bonus
Demonstrate understanding of Derivative Pricing, Market Risk and CVA methodologies used fortrading, risk management and regulatory capital requirement
Fluent in English and Chinese (both written and verbal). Ideally, you’ll also have
Previous programming experience in languages such as VBA, Python or MATLAB would be anadvantage
Experience with IBOR transition is a plus
What working at EY offers
Support, coaching and feedback 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
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 thatbelieves in giving you the training, opportunities, and creative freedom to make things better. Wheneveryou join, however long you stay, the exceptional EY experience lasts a lifetime. And with a commitment tohiring and developing the most passionate people, we’ll make our ambition to be the best employer areality.
If you can confidently demonstrate that you meet the criteria above, please contact us as soon aspossible.
EY refers to the global organization, and may refer to one or more, of the member firms of Ernst & Young Global Limited, each of which is a separate legal entity. Ernst & Young Global Limited, a UK company limited by guarantee, does not provide services to clients.
