Senior Risk Quant – Trading Book Analytics

EY; New York (NY); Hybrid; USD 104,000 - 172,000; Full time

Benefits offered by this job

Total Rewards package

Hybrid work model

Job summary

EY’s Financial Services Office seeks a Senior in the Quantitative Trading Book (QTB) advisory team to deliver advanced risk management, model development, and validation services for financial institutions. You will develop front-office pricing and risk models, validate methodologies, and document assumptions and results for clients.

The role requires strong quantitative skills, experience in capital markets, and the ability to communicate complex concepts to both technical and non-technical

Qualifications

• Bachelor's/Master's/PhD in quantitative field with relevant experience.
• Experience with financial product engineering and quantitative methods.
• Proficiency in statistical languages and programming (R, Python, C/C++, SQL).

Responsibilities

• Deliver quantitative risk management services and model development.
• Develop and validate mathematical models for pricing and risk.
• Document model results and communicate with clients.

Skills

Quantitative risk modeling

Leadership

Communication

Travel willingness

Education

Bachelor/Master/PhD in quantitative field

Tools

R

MATLAB

SAS

C/C++

Python

Java

Solidity

VBA

SQL

TensorFlow/Torch/Keras

Job description

EY’s Financial Services Office seeks a Senior in the Quantitative Trading Book (QTB) advisory team to deliver advanced risk management, model development, and validation services for financial institutions. You will develop front-office pricing and risk models, validate methodologies, and document assumptions and results for clients.

The role requires strong quantitative skills, experience in capital markets, and the ability to communicate complex concepts to both technical and non-technical