Senior, Market Risk (Quantitative Advisory Services Trading Book)

Role Overview: At EY, youll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. Join us and build an exceptional experience for yourself, and a better working world for all. As a Quant Analyst/Consultant/Manager in the Business Consulting QAS- Quantitative Trading Book (QTB)Profile within EY's Financial Services Office (FSO), you will play a key role in providing integrated advisory services to financial institutions and other capital markets participants. Key Responsibilities: - Demonstrate deep technical capabilities and industry knowledge of financial products - Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services - Understand market trends and demands in the financial services sector and issues faced by clients - Monitor progress, manage risk, and effectively communicate with key stakeholders - Play an active role in mentoring junior consultants within the organization Qualifications Required: - Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 2-10 years of relevant experience - Working knowledge or academic experience of statistical and numerical techniques - Knowledge of mathematical concepts and domain knowledge related to pricing derivatives for various asset classes - Strong risk management/model development/validation knowledge in market risk and/or counterparty credit risk - Good hands-on experience in model development/validation/monitoring/audit procedures - Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus, Numerical Methods, Linear algebra, Measure Theory - Strong coding skills in programming languages like Python and R, with basic knowledge of SQL expected - Excellent communication and strong problem-solving skills - Project management and report writing experience Additional Company Details: EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services to financial institutions and other capital markets participants. The FSO Advisory Practice includes market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, and more. Within FSO's Financial Services Risk Management (FSRM) group, the Market Risk (MR) team assists clients in strategic and functional changes across risk management, treasury, front office, middle office, and back office activities. EY is dedicated to building a better working world by providing trust through assurance and helping clients grow, transform, and operate. With diverse teams in over 150 countries, EY asks better questions to find new answers for the complex issues facing our world today. Role Overview: At EY, youll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. Join us and build an exceptional experience for yourself, and a better working world for all. As a Quant Analyst/Consultant/Manager in the Business Consulting QAS- Quantitative Trading Book (QTB)Profile within EY's Financial Services Office (FSO), you will play a key role in providing integrated advisory services to financial institutions and other capital markets participants. Key Responsibilities: - Demonstrate deep technical capabilities and industry knowledge of financial products - Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services - Understand market trends and demands in the financial services sector and issues faced by clients - Monitor progress, manage risk, and effectively communicate with key stakeholders - Play an active role in mentoring junior consultants within the organization Qualifications Required: - Undergraduate (4-year degree) or Masters (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or Ph.D. in quantitative topics with at least 2-10 years of relevant experience - Working knowledge or academic experience of statistical and numerical techniques - Knowledge of mathematical concepts and domain knowledge related to pricing derivatives for various asset classes - Strong risk management/model development/validation knowledge in market risk and/or counterparty credit risk - Good hands-on experience in model development/validation/monitoring/audit procedures - Knowledge of mathematical concepts like Stochastic Calculus, Differential and Integral calculus, Numerical Methods, Linear algebra, Measure Theory - Strong coding skills in programming languages like Python and R, with basic knowledge of SQL expected - Excellent communication and strong problem-solving skills - Project