Senior Quant Risk - Trading Book (FS)

Chris Baily; New York (NY); Hybrid; USD 104,000 - 172,000; Full time

Benefits offered by this job

Medical and dental coverage

Pension and 401(k) plans

Paid time off

Job summary

EY in New York seeks a Senior in QTB to apply quantitative risk management, model development, validation, and documentation for front office pricing, risk and analytics projects.

You will work with clients, develop and validate models, and contribute to governance and risk coverage, with opportunities to lead and mentor. EY offers a hybrid model and strong training to advance your career.

Qualifications

• Bachelor’s degree with 3+ years’ experience or Master/PhD in a quantitative field.
• Experience in financial product engineering and derivatives development.
• Knowledge of FO pricing and risk models; statistical techniques and stochastic calculus.
• Proficiency in R, MATLAB, SAS; programming (Python, C/C++, SQL).
• Willingness to travel to client sites.

Responsibilities

• Deliver quantitative risk management services and governance.
• Develop, implement, document and validate models.
• Engage with client personnel and manage project timelines.
• Support data analysis, reporting, and problem solving across engagements.

Skills

Quantitative risk modelling

Model development

Model validation

Data analysis

Client communication

Leadership / project management

Problem solving

Staying current with analytics

Education

Bachelor's degree in Mathematics/Statistics/Economics/CS/Engineering/Physics/Finance/Data sciences

Master's degree or PhD in a related quantitative field

Tools

R

MATLAB

SAS

Python

C/C++

SQL

TensorFlow/Theano/Keras

Job description

EY in New York seeks a Senior in QTB to apply quantitative risk management, model development, validation, and documentation for front office pricing, risk and analytics projects.

You will work with clients, develop and validate models, and contribute to governance and risk coverage, with opportunities to lead and mentor. EY offers a hybrid model and strong training to advance your career.