Senior Risk Quant — Quant Trading in Financial Services

Ernst & Young Advisory Services Sdn Bhd; New York (NY); Hybrid; USD 125,000 - 196,000; Full time

Benefits offered by this job

Collaborative environment

Training and development

Mentorship from senior colleagues

Coaching and feedback

Skill development opportunities

Flexible work arrangement

Job summary

EY is recruiting for a Senior role in Risk Quant within the Financial Services Advisory practice in New York. You will join the Quant Trading Book team to develop, validate, and document quantitative models for risk and pricing across front office and governance functions.

The role emphasizes client service, collaboration, and leadership, with opportunities for growth in a globally connected, diverse team that values analytical rigor and innovative problem-solving.

Qualifications

• Bachelor’s degree with 3+ years or Master’s with 2+ years or PhD in quantitative field
• Experience in financial product engineering/research and development
• Proficiency in statistical languages and programming
• Familiarity with big data/ML and AI techniques
• Knowledge of digital asset risk analytics and climate/ESG risk analytics
• Willingness to travel and lead client engagements

Responsibilities

• Deliver quantitative risk management services including model development and validation
• Develop and document models for front office pricing, risk management and governance
• Coordinate with client personnel at various levels to ensure high-quality delivery
• Support data analysis and validation to solve complex financial problems
• Mentor junior staff and contribute to thought leadership

Skills

Quantitative analysis

R

Matlab

SAS

C/C++

Python

SQL

Machine learning

Neural networks

Digital asset risk

Climate/ESG risk

Education

Bachelor’s degree

Masters degree

PhD in related field

Tools

R

MATLAB

SAS

C/C++

Python

Java

Solidity

VBA

SQL

Job description

EY is recruiting for a Senior role in Risk Quant within the Financial Services Advisory practice in New York. You will join the Quant Trading Book team to develop, validate, and document quantitative models for risk and pricing across front office and governance functions.

The role emphasizes client service, collaboration, and leadership, with opportunities for growth in a globally connected, diverse team that values analytical rigor and innovative problem-solving.