EY · 3 days ago

Quantitative Analyst - Financial Services Risk Management

New York, NY

Full-time

Onsite

Senior Level

$154K/yr - $154K/yr

5+ years exp

Wonder how qualified you are to the job?

Maximize your interview chances

AccountingAdvice

Growth Opportunities

Insider Connection @EY

Discover valuable connections within the company who might provide insights and potential referrals, giving your job application an inside edge.

Responsibilities

Develop quantitative products for credit risk modeling methodologies

Apply mathematical and statistical techniques for risk governance

Assist in risk measurement and valuation methodologies

Deliver quality client services by monitoring progress

Maintain client relationships and networks

Cultivate business development opportunities

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

Statistical TechniquesNumerical TechniquesRegression AnalysisMachine LearningInterpreting Technical ConceptsCredit Risk ModelingRetail ModelingWholesale Credit ModelingCredit Loss ForecastingModel DevelopmentModel ValidationAdvanced AnalyticsQuantitative AnalysisConsultingAdvisory ServicesSASSTATARPythonMatlab

Required

Bachelor’s degree in economics, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 5 years of post-baccalaureate progressive quantitative analysis work experience

OR Master’s degree in economics, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 4 years of quantitative analysis work experience

OR Ph.D. in economics, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 2 years of quantitative analysis work experience

2 years of experience with statistical and numerical techniques, or technical analytics, including regression analysis or machine learning

2 years of experience communicating (written and oral) and interpreting technical concepts for technical and non-technical users

2 years of experience in two of the following: broad credit risk modeling and related analytics, retail modeling for at least one of the following: mortgage, credit card, or consumer loans, wholesale credit modeling for C&I, CRE or related exposures, credit loss forecasting for US GAAP, CECL or IFRS 9, model development, model validation, advanced analytics, quantitative analysis supporting consumer regulatory compliance

2 years of consulting (advisory services) work experience

1 year of experience in one or more of the following: SAS or STATA, R, Python, Matlab

Requires domestic and regional travel up to 30% to serve client needs