Senior Quantitative & Commodities Risk Analyst

EY; Boston (MA); On-site; USD 109,000 - 163,000; Full time

Job summary

EY's Quantitative and Commodities Center (QCC) in FAAS seeks a Senior to advance risk management modeling, portfolio analysis, valuation, and data science for commodity clients. You will develop new models within project teams and present results to clients.

You will collaborate with quantitative and commodities professionals across EY, with opportunities to learn and grow within a global network and travel to client sites as needed.

Qualifications

• Bachelor’s degree plus 2 years of related work in quantitative discipline or graduate degree plus 1 year.
• Experience in VBA and at least one of R or Python with strong Excel skills.
• Familiarity with derivatives pricing models and computational finance.

Responsibilities

• Develop quantitative financial models for commodity and financial contracts.
• Apply market factor simulation techniques and stochastic/numerical methods.
• Use and enhance valuation models and present results to clients.

Skills

VBA

Python

R

Excel

Derivatives pricing

Quantitative methods

Data analysis

Communication

Education

Bachelor's degree

Graduate degree

Tools

Statistical programming packages

Job description

EY's Quantitative and Commodities Center (QCC) in FAAS seeks a Senior to advance risk management modeling, portfolio analysis, valuation, and data science for commodity clients. You will develop new models within project teams and present results to clients.

You will collaborate with quantitative and commodities professionals across EY, with opportunities to learn and grow within a global network and travel to client sites as needed.