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Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services - Trading Book - Financial Services Office (Senior)(Multiple Positions)

Ernst & Young, New York, New York

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Date Posted July 20, 2020
Industry Accounting
Specialty Not Specified
Job Status Not Specified
Salary Not Specified

Description:

Quantitative Analyst, Financial Services Risk Management (FSRM) (Quantitative Advisory Services - Trading Book) - Financial Services Office (Senior) (Multiple Positions), Ernst & Young U.S. LLP, New York, NY.


Advise clients on Financial Services issues in the financial services industry, focusing on quantitative analysis. Apply statistical, economic, financial, or mathematical theories to process input data into quantitative estimates, which are used for identifying and measuring risks, valuing exposures, instruments or positions, conducting stress testing, assessing adequacy of capital, measuring compliance with internal limits, or meeting financial or regulatory reporting requirements. Demonstrate technical capabilities and professional knowledge. Consistently deliver quality client services in market risk, counterparty credit risk, risk management and governance, model development and implementation, model/system documentation, and model validation, while establishing relationships with client personnel at appropriate levels.

Full time employment, Monday – Friday, 40 hours per week, 8:30 am – 5:30 pm.

MINIMUM REQUIREMENTS:

Must have a Bachelor's degree in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Sciences or a related field and 3 years of quantitative analysis work experience.

Alternatively, must have a Master's degree in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Sciences or a related field and 2 years of quantitative analysis work experience.

An individual with a Bachelor's or Master's degree must meet all of the following requirements:

- Must have 2 years of experience in 1 or more of the following areas:

Financial product engineering or research and development;

Designing and developing quantitative methods and services for capital markets and derivative product;

Front Office (FO) pricing models, Market and Counterparty Credit Risk models, liquidity models, treasury function models, operational risk models or Comprehensive Capital Analysis and Review (CCAR) models

Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus;

Advanced analytics models, building machine learning algorithms (using Random Forest, SVM, Deep Learning and similar techniques) or Blockchain development and application;

Big data, machine learning and AI techniques using one or combination of the following tools: TensorFlow; Theano; Torch; Keras

- Must have 1 year of work experience in at least 2 of the following programming languages: R; MATLAB; C/C++; Python; Java; SQL


Alternatively, employer will accept a PhD in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Sciences or a related field. An individual with a PhD must have completed coursework/research in 2 of the following:

- Financial product engineering or research and development

- Designing and developing quantitative methods and services for capital market and derivative products

- FO pricing models, Market and Counterparty Credit Risk models, liquidity models, treasury function models, operational risk models or Comprehensive Capital Analysis and Review (CCAR) models

- Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus

- Advanced analytics models, building machine learning algorithms (using Random Forest, SVM, Deep Learning) or Blockchain development and application

- One or a combination of the following programming languages and tools: R; MATLAB; C/C++; Python; Java; SQL; TensorFlow; Theano; Torch; Keras


Requires domestic and regional travel up to 70% 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 – NEW00QM0).

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".

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