Senior Quantitative Risk & Commodities Advisor

EY; San Francisco (CA); On-site; USD 130,000 - 170,000; Full time

Benefits offered by this job

Medical and dental coverage

Pension and 401(k)

Paid time off

Job summary

EY’s Quantitative and Commodities Center (QCC) in the US is seeking a Senior risk management modeler to develop and apply quantitative models for commodity contracts and data science tasks. You will join a team of experts, delivering analytics to clients on hedging, valuation, and risk management, with opportunities to grow across EY’s global network.

You’ll work with colleagues across finance and technology to implement models, present results, and advance your quantitative skillset in a

Qualifications

• Bachelor’s degree in quantitative discipline with 2 years’ related experience, or a graduate degree with 1 year of related experience
• Experience with VBA and at least one of R or Python and strong Excel skills
• Familiarity with derivatives pricing models and computational finance
• Willingness to travel and work beyond standard hours

Responsibilities

• Develop quantitative financial models for commodity and financial contracts
• Apply market factor simulation techniques and stochastic methods
• Enhance proprietary valuation models with appropriate inputs
• Use machine learning and statistical tools for analysis of commodity instruments
• Present results to clients and internal teams with clear data visualizations
• Prepare client reports with recommendations and outcomes
• Collaborate within cross‑functional teams to solve new problems

Skills

VBA

Python

R

Excel

Quantitative finance

Strong communication

Education

Bachelor’s degree in quantitative discipline

Tools

Derivatives pricing models

Job description

EY’s Quantitative and Commodities Center (QCC) in the US is seeking a Senior risk management modeler to develop and apply quantitative models for commodity contracts and data science tasks. You will join a team of experts, delivering analytics to clients on hedging, valuation, and risk management, with opportunities to grow across EY’s global network.

You’ll work with colleagues across finance and technology to implement models, present results, and advance your quantitative skillset in a