Senior Quantitative Risk & Commodities Advisor

EY; New York (NY); On-site; USD 109,000 - 163,000; Full time

Benefits offered by this job

Competitive compensation package

Healthcare and 401(k)

Paid time off

Flexible vacation policy

Job summary

EY is seeking a Senior in the Quantitative and Commodities Center (QCC) within FAAS to focus on risk management modeling, portfolio analysis, valuation, and data science across various commodity sectors. You will develop new quantitative models and analytics with a supportive team of experienced professionals.

You will work on client projects, present technical topics to non-technical audiences, and collaborate across EY groups worldwide.

Qualifications

• Bachelor's or graduate degree in finance, math, statistics, financial engineering, engineering, or economics.
• 2+ years of related work experience in a quantitative discipline.
• Experience with VBA, R or Python and strong Excel skills.

Responsibilities

• Develop quantitative financial models for commodity and financial contracts.
• Apply market factor simulation techniques and stochastic/numerical methods.
• Enhance and apply valuation models with appropriate inputs and techniques.
• Use machine learning and statistical tools to analyze commodity instruments.
• Present results to clients and internal stakeholders with clear visuals.

Skills

Analytical thinking

Communication

Team collaboration

Education

Bachelor's degree in quantitative discipline

Graduate degree in a quantitative discipline

Tools

VBA

R

Python

Excel

Job description

EY is seeking a Senior in the Quantitative and Commodities Center (QCC) within FAAS to focus on risk management modeling, portfolio analysis, valuation, and data science across various commodity sectors. You will develop new quantitative models and analytics with a supportive team of experienced professionals.

You will work on client projects, present technical topics to non-technical audiences, and collaborate across EY groups worldwide.