Senior Quantitative Commodities Risk & Modeling Advisor

EY; Hoboken (NJ); On-site; USD 91,000 - 150,000; Full time

Benefits offered by this job

Health benefits

Retirement plan

Paid time off

Job summary

EY is a global professional services firm assisting clients with risk management, analytics, and advisory services through the Quantitative and Commodities Center (QCC). The team specializes in modeling, valuation, and data science across energy, metals, and other commodities.

The Senior role focuses on risk management modeling, portfolio analysis, valuation, and data science, working with a team of professionals to develop new models and analytics and to collaborate with EY colleagues worldwide.

Qualifications

• Bachelor’s degree and 2 years of related work in a quantitative discipline.
• Experience in VBA and at least one of R or Python and strong Excel.
• Familiarity with derivatives pricing models and computational finance.
• Ability to work in a fast-paced environment with multiple tasks.

Responsibilities

• Develop quantitative financial models for commodity and financial contracts.
• Apply market factor simulation techniques and stochastic methods.
• Use and enhance valuation models and inputs.
• Present results to clients and internal stakeholders with data visuals.
• Collaborate within cross-functional EY teams on projects.

Skills

VBA programming

Python

R

Excel

Quantitative modeling

Data visualization

Communication skills

Education

Bachelor’s degree in quantitative discipline

2 years related experience or graduate degree with 1 year

Tools

Valuation models

Market factor simulation tools

Job description

EY is a global professional services firm assisting clients with risk management, analytics, and advisory services through the Quantitative and Commodities Center (QCC). The team specializes in modeling, valuation, and data science across energy, metals, and other commodities.

The Senior role focuses on risk management modeling, portfolio analysis, valuation, and data science, working with a team of professionals to develop new models and analytics and to collaborate with EY colleagues worldwide.