Risk Quant - Financial Services - Quant Trading Book - Senior - Consulting - Location NY
EY
- New York City, NY
- Permanent
- Full-time
- Supporting the development and validation of mathematical/statistical models for valuation of advanced financial instruments, risk models, and other analytical tools
- Performing detailed data analysis to help clients solve business problems and complex issues in the financial services industry
- Documenting results, suggesting ideas for efficiencies, and reaching conclusions
- Perform advanced analytical analyses and apply critical thinking to help our clients solve business issues
- Demonstrate in-depth technical capabilities, ability to apply quantitative techniques and analytical tools to various business analyses and professional knowledge
- Communicate and interpret technical concepts to both technical and non-technical client stakeholders
- Maintain an ambitious attitude towards finding innovative solutions to challenging problems
- Bring functional experience in financial risk modelling and demonstrate knowledge of risk management function processes and overall model lifecycle management
- Have functional knowledge related to some of the following: modeling knowledge of financial risks and derivative products (e.g., equity, FX, commodities, credit and interest rates), risk management, model development, model validation, advanced analytics (e.g., machine learning techniques)
- Drive high-quality work products within expected timeframes and budgets
- Establish relationships with client personnel at appropriate levels
- Understand our clients' needs and consistently deliver quality client services focusing on more complex and specialized issues
- Stay abreast of current business and industry trends in advanced analytics
- Coach and mentor junior staff and new hires
- Financial product engineering/research and development designing and developing quantitative methods and services for capital market and derivative products
- Quantitative methods and capital markets products, including FO pricing, Market, Counterparty Credit, and other risk models
- Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus
- Statistical languages (e.g., R, MATLAB, SAS), programming (e.g., C/C++, Python, Java, Solidity, VBA) and database languages (e.g., SQL)
- Big data/machine learning and AI techniques, including neural network and deep learning frameworks and machine learning tools (e.g., TensorFlow, Theano, Torch, Keras)
- Digital asset risk analytics and modeling, DeFi protocols testing, and blockchain analytics
- Climate/ESG risk analytics and stress testing
- Leadership as well as proven project management skills
- Excellent written and verbal communication skills for client presentations and project management
- Willingness to travel to meet client needs
- A collaborative environment where everyone works together to create a better working world
- Excellent training and development prospects, both through established programs and on-the-job training
- An excellent team of senior colleagues, dedicated to managing and varying your workload
- Support, coaching, and feedback from some of the most engaging colleagues around
- Opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that's right for you
- Continuous learning: You'll develop the mindset and skills to navigate whatever comes next.
- Success as defined by you: We'll provide the tools and flexibility, so you can make a meaningful impact, your way.
- Transformative leadership: We'll give you the insights, coaching and confidence to be the leader the world needs.
- Diverse and inclusive culture: You'll be embraced for who you are and empowered to use your voice to help others find theirs.