Senior Quantitative & Commodities Risk Modeling

EY; Atlanta (GA); On-site; USD 91,000 - 150,000; Full time

Benefits offered by this job

Competitive salary

Medical and dental coverage

Pension and 401(k)

Paid time off

Job summary

EY's Quantitative and Commodities Center (QCC) within the FAAS practice invites a Senior to contribute to risk modeling, portfolio analysis, valuation, and data science on diverse commodity projects. You will work with a team of professionals to develop new financial models and analytics, with exposure to a broad range of commodities and client objectives.

You will leverage machine learning techniques and advanced programming to deliver client-ready insights, present results, and collaborate

Qualifications

• Bachelor’s degree and two years of related work experience in a quantitative discipline such as finance, mathematics, statistics, financial engineering, engineering, or economics.
• Experience in VBA programming and at least one of R, Python programming language and strong Microsoft Excel skills.
• Familiarity with derivatives pricing models and computational finance.
• Familiarity with market factor simulation techniques and a variety of stochastic and numerical methods.
• Ideally, the candidate will have experience and a continuing strong interest in financial and commodity markets and related financial instruments.

Responsibilities

• Develop quantitative financial models for commodity and financial contracts, including implementing market factor simulation techniques and a variety of stochastic and numerical methods.
• Using and enhancing proprietary valuation models, including the selection of appropriate inputs and techniques.
• Leveraging machine learning techniques and statistical programming packages to perform analysis on commodity instruments.
• Presenting results, both internally and externally, including using modern data visualization tools.
• Writing client reports describing work performed, considerations, recommendations and outcomes.
• Problem solving under uncertainty to adapt existing approaches and analytics styles to new commodity, financial, and renewables markets and new client objectives.

Skills

VBA

R

Python

Excel

Quantitative modeling

Data visualization

Education

Bachelor's degree in quantitative field

Graduate degree in quantitative field

Job description

EY's Quantitative and Commodities Center (QCC) within the FAAS practice invites a Senior to contribute to risk modeling, portfolio analysis, valuation, and data science on diverse commodity projects. You will work with a team of professionals to develop new financial models and analytics, with exposure to a broad range of commodities and client objectives.

You will leverage machine learning techniques and advanced programming to deliver client-ready insights, present results, and collaborate