SENIOR CONSULTANT QUANTITATIVE ADVISORY SERVICES - FINANCIAL SERVICES RISK MANAGEMENT

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all.
The opportunity - What future are you building towards?
EY is currently seeking highly motivated individuals to be part of our Quantitative Advisory Services (QAS) team. You will use analytics and quantitative techniques to help our clients solve Financial Services Risk Management issues facing the financial services sector, drive business efficiencies, and manage risks in our client’s portfolios. Our team is engaged in high exposure quantitative service projects related to the development and validation of financial models used for managing market and credit risks and advanced analytics.
Our team - Do great minds always think alike?
The Quantitative Advisory Services (QAS) team focuses on applying quantitative techniques within the financial risk management of financial institutions. In addition to the traditional quantitative work in the credit and market risk areas, the QAS team focuses on new topics such as (Gen)AI and integrating ESG into models. Our services include a broad spectrum of solutions, from developing a model to supporting clients in major risk management transformations.

SKILLS AND ATTRIBUTES FOR SUCCESS

We are interested to hear from people with the right attitude for the job! That’s naturally entrepreneurial people that feed on the energy of a thriving global team. You’ll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. If you’ve got big ideas on how we can do better, as well as the confidence to voice them, this role is for you.

YOUR KEY RESPONSIBILITIES

As a Senior Consultant in the QAS team, your primary responsibilities will include delivering risk management and governance, model development and implementation, model/system documentation, and model benchmarking, while establishing relationships with client personnel at appropriate levels and consistently delivering quality client services. Other responsibilities may include:
-

Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress

• Assist in preparing reports and schedules that will be delivered to clients and other parties
• Develop and maintain productive working relationships with client personnel
• Build strong internal relationships within the advisory practice and across other services
• Contribute to performance feedback for staff and help them build their career
• Contribute to people initiatives including recruiting and retaining FSRM professionals
• Maintain an educational program to continually develop personal skills

TO QUALIFY FOR THE ROLE YOU MUST HAVE

• 2-5 years of experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organizations or in the regulation of such institution
• Strong academic background including at least a Master’s degree in a quantitative study, e.g. Econometrics, Mathematics, Statistics, Data Science, Computer Science, Engineering, Physics, or a related field.
• Experienced in one or more of the following topics: Credit Risk (IRB, IFRS 9), Market Risk (IRRBB, Liquidity, FRTB), Financial Crime modeling, AI/ML modeling, ESG, Derivative Pricing and Financial Services Regulation
• Modelling background, including experience in model development and model validation of Financial Risk and Pricing models and experience of standard techniques used.
• Experience in any of the following software development environments: Python / R / VBA / Java / C++ / SQL / Matlab / .NET
• Ability to drive business development and contribute to the growth of the EY market solutions