|Date Posted||June 26, 2020|
|Job Status||Not Specified|
Quantitative Analyst, Financial Services Risk Management (Quantitative Advisory Services - Banking Book) - Financial Services Office (Manager) (Multiple Positions), Ernst & Young U.S. LLP, New York, NY.
Apply mathematical, statistical, and other quantitative techniques to help solve our clients’ complex business issues. Develop quantitative products used to assist clients in developing and validating credit risk modeling methodologies and performing the practical application of advanced analytics techniques. Apply mathematical and statistical techniques to understand how quantitative risk governance interacts with risk and control assessment processes, modeling, regulatory readiness, and risk reporting. Apply quantitative techniques to help institutions develop and validate risk measurement and valuation methodologies. Consistently deliver quality client services by monitoring progress. Demonstrate in-depth technical capabilities and professional knowledge. Maintain long-term client relationships and networks. Cultivate business development opportunities.
Full time employment, Monday – Friday, 40 hours per week, 8:30 am – 5:30 pm.
Must have a Bachelor's degree in economics, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 5 years of post-baccalaureate progressive quantitative analysis work experience.
Alternatively, must have a Master's degree in economics, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 4 years of quantitative analysis work experience.
Alternatively, must have a Ph.D. in economics, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 2 years of quantitative analysis work experience.
Must have 2 years of experience with statistical and numerical techniques, or technical analytics, including regression analysis or machine learning.
Must have 2 years of experience communicating (written and oral) and interpreting technical concepts for technical and non-technical users.
Must have 2 years of experience in two of the following:
• broad credit risk modeling and related analytics
• retail modeling for at least one of the following: mortgage, credit card, or consumer loans
• wholesale credit modeling for C&I, CRE or related exposures
• credit loss forecasting for US GAAP, CECL or IFRS 9
• model development
• model validation
• advanced analytics
• quantitative analysis supporting consumer regulatory compliance
Must have 2 years of consulting (advisory services) work experience.
Must have 1 year of experience in one or more of the following:
• SAS or STATA
Requires domestic and regional travel up to 30% to serve client needs
Employer will accept any suitable combination of education, training, or experience
TO APPLY: Please apply on-line at ey.com/en_us/careers, and click on “Find jobs” (Job Number – NEW00QKZ).
EY provides equal employment opportunities to applicants and employees without regard to race, color, religion, age, sex, sexual orientation, gender identity/expression, national origin, protected veteran status, disability status, or any other legally protected basis, in accordance with applicable law.
This particular position at Ernst & Young in the United States requires the qualified candidate to be a "United States worker" as defined by the U.S. Department of Labor regulations at 20 CFR 656.3. You can review this definition at https://www.gpo.gov/fdsys/pkg/CFR-2011-title20-vol3/pdf/CFR-2011-title20-vol3-sec656-3.pdf at the bottom of page 750. Please feel free to apply to other positions that do not require you to be a "U.S. worker".