Quantitative Advisory Services Senior Consultant

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

Job summary

Join a forward-thinking company as a Quantitative Advisory Services Senior Consultant, where you'll engage with clients in the Financial Services sector, tackling complex regulatory and risk modeling challenges. This role offers a unique opportunity to leverage your analytical and quantitative skills while collaborating with a diverse team. You'll be part of a culture that values inclusiveness and personal growth, allowing you to thrive in a dynamic environment. If you're passionate about making a difference and eager to learn, this position is perfect for you. Embrace the chance to contribute to a better working world while advancing your career in a supportive setting.

Benefits

Comprehensive medical coverage

Prescription drug coverage

Dental coverage

Defined contribution pension plan

Great vacation policy

Firm paid days for long weekends

Statutory holidays

Paid personal days

Opportunities for skill development

Coaching and feedback from colleagues

Qualifications

• Knowledge of market risk regulatory requirements and accounting standards.
• Experience with market risk models and methodologies.

Responsibilities

• Execute and deliver engagements while maintaining client relationships.
• Participate in EY educational programs for continuous skill development.

Skills

Data Analysis

Problem Solving

Collaboration

Communication Skills

Bilingual (French and English)

Technical Writing

Proactive Learning

Flexibility

Education

Master’s degree in Financial Engineering

Bachelor's degree in Finance or Engineering

Tools

VBA

C++

R

Matlab

Python

Job description

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Quantitative Advisory Services Senior Consultant

Location: Toronto

Other locations: Anywhere in Country

Date: Apr 9, 2025

Requisition ID: 1598746

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

EY is looking for Quantitative Advisory Services Senior Consultants to join the Market Risk team in our Toronto and Montreal offices. The Quantitative Advisory Services (QAS) team works with clients in Financial Services with regulatory/risk modelling challenges in areas such as Market, Counterparty Credit risk and Credit Risk. QAS works closely with other financial services risk practitioners, IT advisory and Financial Accounting teams, bringing together the range of quantitative modelling and technical skillsets needed to support clients’ often highly specific and complex requirements. The team covers all financial services sectors, with established presence and extensive local knowledge across locations in Canada and beyond.

Your key responsibilities

The QAS Senior will be responsible for engagement execution and delivery; take part to EY educational program to continuously develop skills; as well as developing and maintaining productive relationships with clients.

Skills and attributes for success

• Ability to analyze data and information effectively, drawing insights that support decision-making and problem-solving.
• Collaborative mindset with a willingness to work closely with colleagues and contribute to team goals, fostering a positive work environment.
• Open to new challenges and experiences, demonstrating a proactive approach to personal and professional development.
• Capable of conveying ideas clearly and concisely, both verbally and in writing, to engage with team members and stakeholders.
• This role involves interaction with clients operating nationally and globally where fluency in French and English is required. Bilingualism in both French and English is therefore a requirement of this role.

To qualify for the role you must have

• Knowledge of market risk regulatory requirements (Basel III) and accounting standards (IAS 39, IFRS 9)
• First experience with market risk models and methodologies: Derivatives instruments (plain vanilla and exotic) valuation (from accounting perspective), market risk model’s development and validation, market risk assessment (VaR, xVA, sensitivity analysis, stress/scenario testing)
• Strong academic background with a Master’s degree in Financial Engineering, Finance or Engineering (equivalent education and/or experience may also be considered)
• Strong communication, presentation and technical writing skills to describe ideas, concepts and issues that involve interpretation, analysis and assessment of complex conceptual topics
• Keen desire to continue developing and integrating quantitative skills within both a challenging and rewarding business environment
• Self starting attitude, an ability to think out of the box and driven by new challenges
• Knowledge of any of the following programming languages: VBA / C++ / R / Matlab / Python
• Ability to travel at short notice to serve Canadian clients outside Montreal (expected to be less than 20%)

What we look for

We want to hear from individuals who have a positive attitude and a willingness to learn! We're looking for enthusiastic team players who thrive in a collaborative environment. You should have a mix of basic technical and analytical skills, along with a creative mindset and good communication abilities. If you have fresh ideas on how we can improve and feel comfortable sharing them, this role could be a great fit for you!

What we offer

At EY, our Total Rewards package supports our commitment to creating a leading people culture - built on high-performance teaming - where everyone can achieve their potential and contribute to building a better working world for our people, our clients and our communities. It's one of the many reasons we repeatedly win awards for being a great place to work.

We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. In addition, our Total Rewards package allows you to decide which benefits are right for you and which ones help you create a solid foundation for your future. Our Total Rewards package includes a comprehensive medical, prescription drug and dental coverage, a defined contribution pension plan, a great vacation policy plus firm paid days that allow you to enjoy longer long weekends throughout the year, statutory holidays and paid personal days (based on province of residence), and a range of exciting programs and benefits designed to support your physical, financial and social well-being. Plus, we offer:

• 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

Diversity and Inclusion at EY

Diversity and inclusiveness are at the heart of who we are and how we work. We’re committed to fostering an environment where differences are valued, policies and practices are equitable, and our people feel a sense of belonging. We embrace diversity and are committed to combating systemic racism, advancing gender equity and women in leadership, advocating for the 2SLGBTQIA+ community, promoting our neuroinclusion and accessibility initiatives, and are dedicated to amplifying the voices of Indigenous peoples (First Nations, Inuit, and Métis) nationally as we strive towards reconciliation. Our diverse experiences, abilities, backgrounds, and perspectives make our people unique and help guide us. Because when people feel free to be their authentic selves at work, they bring their best and are empowered to build a better working world.

EY | Building a better working world

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.

Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate.

Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.