Senior Quantitative & Commodities Risk Advisory

EY; Chicago (IL); On-site; USD 98,000 - 160,000; Full time

Job summary

EY’s Quantitative and Commodities Center (QCC) is seeking a Senior, focused on risk management modeling, portfolio analysis, valuation, and data science activities. You will work on projects across various commodities and client objectives, with a supportive team of experienced professionals.

You’ll develop new financial models, apply machine learning, and present results to clients and internal stakeholders, benefiting from EY’s global resources and learning opportunities.

Qualifications

• Bachelor's degree in a quantitative discipline with 2 years of related experience
• Experience in VBA, and at least one of R or Python with strong Excel skills
• Familiarity with derivatives pricing models and computational finance
• Familiarity with market factor simulation techniques and a variety of stochastic and numerical methods
• Willingness to travel and work long hours as needed

Responsibilities

• Develop quantitative financial models for commodity and financial contracts.
• Apply market factor simulation techniques and stochastic/numerical methods.
• Enhance proprietary valuation models and input selection.
• Leverage machine learning and statistical programming for analysis of commodity instruments.
• Present results using modern data visualization tools and write client reports.
• Collaborate across EY teams and adapt analytics to new markets and client objectives.

Skills

VBA programming

Python

R

Excel

Quantitative analysis

Communication skills

Derivatives pricing

Travel willingness

Education

Bachelor's degree in a quantitative discipline

Graduate degree in a quantitative field

Tools

Python

R

Job description

EY’s Quantitative and Commodities Center (QCC) is seeking a Senior, focused on risk management modeling, portfolio analysis, valuation, and data science activities. You will work on projects across various commodities and client objectives, with a supportive team of experienced professionals.

You’ll develop new financial models, apply machine learning, and present results to clients and internal stakeholders, benefiting from EY’s global resources and learning opportunities.