Senior Commodities Quant & Advisory

EY; McLean (VA); Hybrid; USD 91,000 - 150,000; Full time

Benefits offered by this job

Medical and dental coverage

Pension and 401(k) plans

Paid time off

Job summary

EY is seeking a Senior professional in the Quantitative and Commodities Center focused on risk management modeling, portfolio analysis, valuation, and data science activities. You will work on projects covering a range of commodities and client objectives, developing new financial models with guidance from a team of quantitative and commodities professionals with significant industry experience.

This role requires strong programming in VBA, Python, or R, solid Excel skills, knowledge of

Qualifications

• Bachelor's degree in quantitative discipline or related field with relevant work experience.
• Experience with derivatives pricing models and computational finance.
• Strong programming skills in VBA, Python or R and advanced Excel proficiency.

Responsibilities

• Develop quantitative financial models for commodity and financial contracts, including market factor simulations and numerical methods.
• Apply quantitative techniques to value complex commodity contracts and present results to non-technical audiences.
• Collaborate with EY QCC team to deliver analytics and client-facing reports.
• Leverage machine learning techniques to analyze commodity instruments and improve models.
• Prepare client reports describing methods, assumptions, and outcomes.
• Adapt analytics approaches to new commodity and renewables markets and client objectives.
• Work both independently and within project teams in a flexible, solution-oriented manner.

Skills

Quantitative analysis

VBA

Python

R

Excel

Education

Bachelor's degree in quantitative discipline

Graduate degree in quantitative field

Tools

VBA

Python

R

Excel

Job description

EY is seeking a Senior professional in the Quantitative and Commodities Center focused on risk management modeling, portfolio analysis, valuation, and data science activities. You will work on projects covering a range of commodities and client objectives, developing new financial models with guidance from a team of quantitative and commodities professionals with significant industry experience.

This role requires strong programming in VBA, Python, or R, solid Excel skills, knowledge of