Quantitative Analyst - FSRM - QAS - Banking Book - FSO - Manager - Multiple Positions - 1716932

About the role

Join EY and help to build a better working world. As a Quantitative Analyst, you will apply mathematical, statistical, and other quantitative techniques to help solve complex business issues for clients in the financial services industry.

Responsibilities

• Develop quantitative products used to assist clients in developing and validating credit risk modeling methodologies and performing the practical application of advanced analytics techniques.
• Understand how quantitative risk governance interacts with risk and control assessment processes, modeling, regulatory readiness, and risk reporting.
• Develop and validate risk measurement and valuation methodologies for institutions.
• Maintain long-term client relationships and networks.
• Cultivate business development opportunities.

Requirements

• Minimum of a Bachelor’s degree in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 5 years of post-baccalaureate progressive quantitative analysis work experience.
• Alternatively, a Master’s degree in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 4 years of quantitative analysis work experience.
• Alternatively, a Ph.D. in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 2 years of quantitative analysis work experience.
• Experience with statistical and numerical techniques, or technical analytics, including regression analysis or machine learning.
• Experience communicating (written and oral) and interpreting technical concepts for technical and non-technical users.
• Experience in two of the following areas: broad credit risk modeling and related analytics, retail modeling, wholesale credit modeling, credit loss forecasting, model development, model validation, advanced analytics, or quantitative analysis supporting consumer regulatory compliance.
• Consulting (advisory services) work experience.
• Experience with SAS, STATA, R, Python, or Matlab.

Qualifications

• Domestic and regional travel up to 30% to serve client needs.

Benefits

We offer a comprehensive compensation and benefits package, including a base salary of $191,922.00 per year, medical and dental coverage, pension and 401(k) plans, and a flexible vacation policy. Join us in our team-led and leader-enabled hybrid model, where most people in external, client-serving roles work together in person 40-60% of the time over the course of an engagement, project, or year.

Pay

$191,922.00 per year

Schedule

Full time employment, Monday – Friday, 40 - 45 hours per week, 8:30 am – 5:30 pm.