Senior Commodities Quant – Risk, Valuation & Advisory

Ernst & Young Advisory Services Sdn Bhd; Houston (TX); On-site; USD 91,000 - 150,000; Full time

Benefits offered by this job

Medical and dental coverage

Flexible vacation policy

Job summary

EY is seeking a Senior Quantitative role in the QCC, focusing on risk management modeling, portfolio analysis, valuation, and data science. You will work on commodity-related projects with sophisticated models and analytics, supported by a team of experts globally.

You will apply quantitative techniques to value complex contracts, present findings to clients, and collaborate across EY’s commodities footprint while advancing your quantitative skills throughout your career.

Qualifications

• Bachelor’s degree in quantitative discipline or equivalent advanced degree with 2+ years of related work experience.
• Experience in VBA, R or Python and strong Excel skills.
• Familiarity with derivatives pricing models and computational finance.
• Knowledge of market factor simulation techniques and stochastic/numerical methods.
• Interest in financial and commodity markets and related instruments.

Responsibilities

• Develop and apply quantitative financial models for commodity and financial contracts.
• Implement market factor simulation and a range of numerical methods.
• Use and enhance valuation models and input selection.
• Leverage machine learning and statistical programming for analysis of commodity instruments.
• Present results clearly to clients and internal teams, including data visualization.

Skills

Quantitative skills

Communication skills

Teamwork

Problem solving

Adaptability

Derivatives pricing

Market factor simulation

Quantitative finance

Education

Bachelor’s degree in quantitative discipline

Graduate degree in quantitative discipline

Tools

VBA

R

Python

Excel

Job description

EY is seeking a Senior Quantitative role in the QCC, focusing on risk management modeling, portfolio analysis, valuation, and data science. You will work on commodity-related projects with sophisticated models and analytics, supported by a team of experts globally.

You will apply quantitative techniques to value complex contracts, present findings to clients, and collaborate across EY’s commodities footprint while advancing your quantitative skills throughout your career.