QAS Senior Consultant

Ernst & Young Advisory Services Sdn Bhd; Montreal; On-site; CAD 70,000 - 110,000; Full time

Job summary

An established industry player is looking for Quantitative Advisory Services Senior Consultants to join their Market Risk team in Montreal. This role offers an exciting opportunity to work with clients in the Financial Services sector, tackling regulatory and risk modeling challenges. You will leverage your analytical skills and knowledge of market risk to support decision-making and problem-solving. The firm promotes a collaborative culture, encouraging personal and professional growth while offering a comprehensive rewards package, including health benefits and flexible work arrangements. Join a team that values diversity and inclusion, and contribute to building a better working world.

Benefits

Comprehensive Health Benefits

Pension Plan

Generous Vacation

Paid Days Off

Career Development Opportunities

Flexible Work Arrangements

Qualifications

• Knowledge of market risk regulatory requirements (Basel III).
• Experience with market risk models and derivatives valuation.
• Strong communication and technical writing skills.

Responsibilities

• Executing and delivering engagements with clients.
• Participating in educational programs to develop skills.
• Maintaining productive client relationships.

Skills

Data Analysis

Communication Skills

Problem-Solving

Team Collaboration

Fluency in French

Fluency in English

Education

Master’s in Financial Engineering

Master’s in Finance

Master’s in Engineering

Tools

VBA

C++

R

Matlab

Python

Job description

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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 yourself. We’re counting on your unique voice and perspective to help EY become even better. Join us to build an exceptional experience for yourself and a better working world for all.

The opportunity

EY is seeking Quantitative Advisory Services Senior Consultants to join our Market Risk team in Toronto and Montreal. The QAS team collaborates with clients in Financial Services facing regulatory and risk modeling challenges in areas like Market, Counterparty Credit, and Credit Risk. We work closely with risk practitioners, IT advisory, and Financial Accounting teams, combining quantitative modeling and technical skills to meet complex client requirements across various financial sectors in Canada and beyond.

Your key responsibilities

The Senior will be responsible for executing and delivering engagements, participating in EY educational programs to develop skills, and maintaining productive client relationships.

Skills and attributes for success

• Ability to analyze data effectively, supporting decision-making and problem-solving.
• Collaborative mindset, willing to work closely with colleagues and contribute to team goals.
• Willingness to embrace new challenges and pursue personal and professional growth.
• Excellent communication skills, both verbal and written, to engage stakeholders.
• Fluency in both French and English is required, as the role involves interaction with clients and stakeholders nationally and globally.

Minimum qualifications

• Knowledge of market risk regulatory requirements (Basel III) and accounting standards (IAS 39, IFRS 9).
• Experience with market risk models, derivatives valuation, and risk assessment methods like VaR, xVA, sensitivity analysis, and stress testing.
• Master’s degree in Financial Engineering, Finance, Engineering, or equivalent experience.
• Strong communication, presentation, and technical writing skills.
• Desire to develop and integrate quantitative skills in a challenging environment.
• Self-motivated with the ability to think creatively and handle new challenges.
• Knowledge of programming languages such as VBA, C++, R, Matlab, or Python.
• Willingness to travel within Canada, primarily outside Montreal, less than 20% of the time.

What we look for

We seek enthusiastic team players with a positive attitude, a willingness to learn, and a creative mindset. Good communication skills and basic technical and analytical abilities are essential. If you are innovative and comfortable sharing new ideas, this role could be a great fit.

What we offer

Our Total Rewards package supports a high-performance culture where everyone can achieve their potential. It includes competitive compensation, comprehensive health benefits, a pension plan, generous vacation and paid days off, and programs promoting well-being. We also provide support, coaching, career development opportunities, and flexible work arrangements.

Diversity and Inclusion at EY

We are committed to fostering an inclusive environment where differences are valued. We actively work to combat systemic racism, promote gender equity, support the 2SLGBTQIA+ community, and advance neuroinclusion and accessibility. We celebrate diverse backgrounds and perspectives, believing they strengthen our team and our impact.

EY | Building a better working world

EY aims to create long-term value for clients, people, and society, building trust through assurance and advisory services worldwide. Our diverse teams in over 150 countries help clients grow, transform, and operate effectively.