Senior Quantitative Risk & Valuation Consultant

V2 Solutions; Hinoba-an; On-site; PHP 6,270,000 - 11,285,000; Full time

Job summary

EY is seeking a Senior Quantitative Analyst within the Financial Services Risk Management group. You will apply advanced statistical methods to risk and valuation processes, support regulatory compliance, and drive analytics for capital markets engagements across global banks, asset managers, and insurance institutions.

The role emphasizes model development, validation, monitoring, and collaboration with front-to-back offices. Strong coding skills in Python/C++ and SQL are required.

Qualifications

• Strong numerical and statistical skills for risk modeling.
• Experience with model development, validation, monitoring, and audit procedures.
• Familiarity with market risk methodologies (VaR, ES, CVA, PFE) preferred.

Responsibilities

• Lead components of client engagements and deliver quality services.
• Apply quantitative skills to enhance risk and valuation processes.
• Communicate status and priorities with stakeholders to achieve outcomes.
• Oversee team management, resource allocation, and performance.

Skills

Statistical methods

Derivative pricing concepts

Stochastic calculus

Optimization techniques

Python/C++ programming

SQL basics

Communication skills

Education

Undergraduate or graduate degree in quantitative disciplines

PhD in quantitative topics

Certifications (CQF, FRM, PRM, RAI a plus)

Tools

Murex

Calypso

Numerix

Bloomberg

RiskMetrics

Pricing models (HW1F/2F, HJM, LMM)

Job description

EY is seeking a Senior Quantitative Analyst within the Financial Services Risk Management group. You will apply advanced statistical methods to risk and valuation processes, support regulatory compliance, and drive analytics for capital markets engagements across global banks, asset managers, and insurance institutions.

The role emphasizes model development, validation, monitoring, and collaboration with front-to-back offices. Strong coding skills in Python/C++ and SQL are required.