About The Position
Apply mathematical, statistical, and other quantitative techniques to help solve our clients’ complex business issues. Develop quantitative products used to assist clients in developing and validating credit risk modeling methodologies and performing the practical application of advanced analytics techniques. Apply mathematical and statistical techniques to understand how quantitative risk governance interacts with risk and control assessment processes, modeling, regulatory readiness, and risk reporting. Apply quantitative techniques to help institutions develop and validate risk measurement and valuation methodologies. Consistently deliver quality client services by monitoring progress. Demonstrate in-depth technical capabilities and professional knowledge. Maintain long-term client relationships and networks. Cultivate business development opportunities.
Requirements
- 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, 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, Ph.D. in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 2 years of quantitative analysis work experience.
- 2 years of experience with statistical and numerical techniques, or technical analytics, including regression analysis or machine learning.
- 2 years of experience communicating (written and oral) and interpreting technical concepts for technical and non-technical users.
- 2 years of experience in two of the following: broad credit risk modeling and related analytics (retail modeling for mortgage, credit card, or consumer loans; wholesale credit modeling for C&I, CRE or related exposures), credit loss forecasting for US GAAP, CECL or IFRS 9, model development, model validation, advanced analytics, quantitative analysis supporting consumer regulatory compliance.
- 2 years of consulting (advisory services) work experience.
- 1 year of experience in one or more of the following: SAS or STATA, R, Python, Matlab.
Nice To Haves
- Requires domestic and regional travel up to 30% to serve client needs.
Responsibilities
- Apply mathematical, statistical, and other quantitative techniques to help solve our clients’ complex business issues.
- Develop quantitative products used to assist clients in developing and validating credit risk modeling methodologies and performing the practical application of advanced analytics techniques.
- Apply mathematical and statistical techniques to understand how quantitative risk governance interacts with risk and control assessment processes, modeling, regulatory readiness, and risk reporting.
- Apply quantitative techniques to help institutions develop and validate risk measurement and valuation methodologies.
- Consistently deliver quality client services by monitoring progress.
- Demonstrate in-depth technical capabilities and professional knowledge.
- Maintain long-term client relationships and networks.
- Cultivate business development opportunities.
Benefits
- medical and dental coverage
- pension and 401(k) plans
- a wide range of paid time off options
- flexible vacation policy
- designated EY Paid Holidays
- Winter/Summer breaks
- Personal/Family Care
- other leaves of absence
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What This Job Offers
Job Type
Full-time
Career Level
Manager
Education Level
Ph.D. or professional degree
