Risk Quant - Financial Services - Quant Trading Book - Senior - Consulting

EY•Charlotte, NC

1d•$104,300 - $195,700•Hybrid

About The Position

EY Financial Services Office teams (“FSO”) have been at the forefront of every event that has reshaped and redefined the financial services industry. The Financial Services Risk Management (FSRM) – Quantitative Advisory Services Trading Book (QTB) practice, offers a combination of quantitative, qualitative, regulatory, and technology skills along with broad industry experience to our clients. The practice assists financial institutions by driving efficiency, effectiveness, and balanced risk coverage across the organization’s governance, risk, and compliance activities. EY is currently seeking highly motivated individuals to be part of our QTB team. You will use quantitative techniques to help our clients solve risk management issues facing the financial services sector, drive business efficiencies, and manage risks in their portfolio. Our team is engaged in high exposure quantitative service projects related to the development and validation of financial models used for valuation of financial instruments, advanced analytics, and risk management. Our team brings deep industry knowledge and quantitative modeling experiences to support our clients in the evolving regulatory landscape. As a member of the EY team, you will have the opportunity to work with a variety of clients, learn on the job, and build insight into the market landscape. If you have a passion for rallying together to solve the most complex challenges in the financial services industry, come join our dynamic QTB team!

Requirements

A Bachelor’s degree with at least 3 years’ experience, or a Masters’ degree with at least 2 years’ experience, or a PhD in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data sciences or other related fields.
Work experiences must be in quantitative areas as described below.
Financial product engineering/research and development designing and developing quantitative methods and services for capital market and derivative products
Quantitative methods and capital markets products, including FO pricing, Market, Counterparty Credit, and other risk models
Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus
Statistical languages (e.g., R, MATLAB, SAS), programming (e.g., C/C++, Python, Java, Solidity, VBA) and database languages (e.g., SQL)
Big data/machine learning and AI techniques, including neural network and deep learning frameworks and machine learning tools (e.g., TensorFlow, Theano, Torch, Keras)
Digital asset risk analytics and modeling, DeFi protocols testing, and blockchain analytics
Climate/ESG risk analytics and stress testing
Leadership as well as proven project management skills
Excellent written and verbal communication skills for client presentations and project management
Willingness to travel to meet client needs
Intellectually curious people, with the ability to adjust to change and thrive in a constantly evolving environment.
Capable of asking the tough questions and independently driving their own career and learning initiatives.
Excellent organizational skills and a proven record of multitasking and working effectively across multiple projects.

Nice To Haves

Perform advanced analytical analyses and apply critical thinking to help our clients solve business issues
Demonstrate in-depth technical capabilities, ability to apply quantitative techniques and analytical tools to various business analyses and professional knowledge
Communicate and interpret technical concepts to both technical and non-technical client stakeholders
Maintain an ambitious attitude towards finding innovative solutions to challenging problems
Bring functional experience in financial risk modelling and demonstrate knowledge of risk management function processes and overall model lifecycle management
Have functional knowledge related to some of the following: modeling knowledge of financial risks and derivative products (e.g., equity, FX, commodities, credit and interest rates), risk management, model development, model validation, advanced analytics (e.g., machine learning techniques)
Drive high-quality work products within expected timeframes and budgets
Establish relationships with client personnel at appropriate levels
Understand our clients’ needs and consistently deliver quality client services focusing on more complex and specialized issues
Stay abreast of current business and industry trends in advanced analytics
Coach and mentor junior staff and new hires

Responsibilities

Delivering services in quantitative risk management and governance, model development and implementation, model/system documentation, and model validation, while establishing relationships with client personnel at appropriate levels and consistently delivering quality client services.
Supporting the development and validation of mathematical/statistical models for valuation of advanced financial instruments, risk models, and other analytical tools
Performing detailed data analysis to help clients solve business problems and complex issues in the financial services industry
Documenting results, suggesting ideas for efficiencies, and reaching conclusions

Benefits

medical and dental coverage
pension and 401(k) plans
a minimum of 15 days of vacation plus ten observed holidays and three paid personal days
a range of programs and benefits designed to support your physical, financial, and social well-being
Excellent training and development prospects, both through established programs and on-the-job training
An excellent team of senior colleagues, dedicated to managing and varying your workload
Support, coaching, and feedback from some of the most engaging colleagues around
Opportunities to develop new skills and progress your career
The freedom and flexibility to handle your role in a way that’s right for you
comprehensive compensation and benefits package
flexible vacation policy
time off for designated EY Paid Holidays, Winter/Summer breaks, Personal/Family Care, and other leaves of absence