EY's Financial Services Organization (FSO) Quantitative Advisory Services (QAS) group needs to help clients identify, measure, manage and monitor various risks, including market, credit, operational, and liquidity risks, as well as asset-liability management, capital management, and other business activities. They also need to provide quantitative services for analytic models used in areas like regulatory capital, derivative pricing, and banking book analytics, leveraging advanced analytics like AI/ML and Generative AI.
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
