Senior Quant Analytics & Valuation – FAAS

Ernst & Young Advisory Services Sdn Bhd; Singapore; On-site; SGD 90,000 - 150,000; Full time

Job summary

Ernst & Young invites applications for Assistant / Senior roles in Quantitative Analytics and Treasury Services (QATS) within Financial Services FAAS. The role focuses on valuation of a broad spectrum of instruments, model development and validation, and data analytics to support audit and advisory services.

The successful candidate will work with EY teams and clients across asset classes, including FX, fixed income, equity and credit, leveraging quantitative techniques and programming to

Qualifications

• Bachelor's or master's in quantitative finance, financial engineering, finance, statistics, mathematical finance, or engineering with programming skills.
• Proficiency in programming and quantitative analysis is required.
• Experience with valuation and risk modelling is desirable.

Responsibilities

• Perform independent valuation and quantitative analysis on a range of financial instruments.
• Develop valuation models using option pricing, fixed income and structured finance models.
• Conduct model validation and risk parameter calibration analyses.
• Prepare high-quality model validation reports and presentations.
• Assist with data analytics to support audit and client insights.
• Maintain client relationships and manage project deliverables.

Skills

Programming skills

Quantitative finance

Communication

Teamwork

Education

Bachelor's or Master's in quantitative finance/financial engineering/finance/statistics

Tools

Numerix

Murex

Fincad

Bloomberg

Reuters

Excel/VBA

Job description

Ernst & Young invites applications for Assistant / Senior roles in Quantitative Analytics and Treasury Services (QATS) within Financial Services FAAS. The role focuses on valuation of a broad spectrum of instruments, model development and validation, and data analytics to support audit and advisory services.

The successful candidate will work with EY teams and clients across asset classes, including FX, fixed income, equity and credit, leveraging quantitative techniques and programming to