Senior Quantitative Risk & Commodities Advisor

EY; Houston (TX); On-site; USD 91,000 - 150,000; Full time

Benefits offered by this job

Medical and dental coverage

Retirement plans (401k)

Paid time off

Job summary

EY is seeking a Senior Quantitative Analyst for the Quantitative and Commodities Center (QCC) in the US. You will focus on risk management modeling, portfolio analysis, valuation, and data science across diverse commodities.

You’ll join project teams to develop new financial models and analytics with support from experienced professionals. The role requires strong VBA, R or Python, and Excel skills, knowledge of derivatives pricing, and comfort with fast-paced delivery.

Qualifications

• A bachelor’s degree and two years of related work experience in a quantitative discipline.
• Experience with VBA, and at least one of R or Python and 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 methods.
• Enhance proprietary valuation models and inputs.
• Utilize machine learning and statistical programming for analysis.
• Present results to clients and internal teams with clear visuals.
• Document work and provide actionable recommendations.
• Collaborate across teams and adapt analytics to new markets.

Skills

VBA

R

Python

Excel

Quantitative analysis

Education

Bachelor's degree in a quantitative discipline

Master's degree in a quantitative discipline

Tools

R

Python

Excel

Job description

EY is seeking a Senior Quantitative Analyst for the Quantitative and Commodities Center (QCC) in the US. You will focus on risk management modeling, portfolio analysis, valuation, and data science across diverse commodities.

You’ll join project teams to develop new financial models and analytics with support from experienced professionals. The role requires strong VBA, R or Python, and Excel skills, knowledge of derivatives pricing, and comfort with fast-paced delivery.