EY is looking to solve key issues for their clients in the Financial Services sector by transforming businesses through people, technology, and innovation. This involves driving growth, reducing costs, and managing risks proactively, particularly in areas of quantitative risk management and advanced analytics.
Requirements
- Capability to effectively program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL
- Proficiency in statistical and numerical techniques, and stochastic calculus
- Familiarity with trading and banking products and services, along with the applicable methodologies and financial risk analytics, including an understanding of the key concepts of derivative instrument pricing, risk measurement and credit assessment
- Knowledge of how to leverage firm-approved AI tools in a business setting, including Microsoft Copilot.
Responsibilities
- development, implementation, testing, validation and other quantitative services of analytic models
- risk management including market risk, credit risk (including counterparty credit risk, wholesale / retail), liquidity / treasury risk, operational risk, compliance risk (including Financial Crime risk), climate risk, etc
- regulatory capital analytics including Basel III / Fundamental Review of the Trading Book (FRTB), and Comprehensive Capital Analysis and Review (CCAR)
- front office derivative pricing across various asset classes (e.g., interest rate, foreign exchange, equity, credit, commodity and structured products)
- banking book credit analytics, including loss forecasting, reserves/CECL, and PPNR (Pre-Provision Net Revenue)
- balance sheet management
- wealth and asset management
Other
- A strong academic record with Master’s degree in Computational / Quantitative Finance, Mathematics, Physics, Engineering, Statistics, Economics, Computer Science etc.
- The ability to work collaboratively in a team environment, demonstrate inclusivity, and embrace diverse perspectives
- Excellent presentation skills and the ability to communicate complex concepts effectively to all audiences
- Intellectual curiosity, the ability to take initiative and drive execution, with advanced analytical and problem-solving skills within a dynamic and evolving business landscape
- Exhibits an agile and growth-oriented mindset
