Quantitative Analyst - FSRM - QAS - Banking Book - FSO - Manager - Multiple Positions - 1716932

Quantitative Analyst – Financial Services Risk Management At EY, we’re all in to shape your future with confidence. We’ll help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go. Join EY and help to build a better working world. Apply mathematical, statistical, and other quantitative techniques to help solve our clients’ complex business issues. Develop quantitative products used to assist clients in developing and validating credit risk modeling methodologies and performing the practical application of advanced analytics techniques. Apply mathematical and statistical techniques to understand how quantitative risk governance interacts with risk and control assessment processes, modeling, regulatory readiness, and risk reporting. Apply quantitative techniques to help institutions develop and validate risk measurement and valuation methodologies. Consistently deliver quality client services by monitoring progress. Demonstrate in-depth technical capabilities and professional knowledge. Maintain long‑term client relationships and networks. Cultivate business development opportunities. Full‑time employment, Monday – Friday, 40–45 hours per week, 8:30 am – 5:30 pm. Minimum Requirements Must have a Bachelor’s degree in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 5 years of post‑baccalaureate progressive quantitative analysis work experience. Alternatively, must have a Master’s degree in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 4 years of quantitative analysis work experience. Alternatively, must have a Ph.D. in Economics, Computational Finance, Mathematics, Engineering, Statistics, Data Science, Physics, or a related field and 2 years of quantitative analysis work experience. Must have 2 years of experience with statistical and numerical techniques, or technical analytics, including regression analysis or machine learning. Must have 2 years of experience communicating (written and oral) and interpreting technical concepts for technical and non‑technical users. Must have 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 Must have 2 years of consulting (advisory services) work experience. Must have 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. What We Offer The base salary for this job is $191,922.00 per year. In addition, our Total Rewards package includes medical and dental coverage, pension and 401(k) plans, and a wide range of paid time off options. Join us in our team‑led and leader‑enabled hybrid model. Our expectation is for most people in external, client‑serving roles to work together in person 40–60% of the time over the course of an engagement, project or year. Under our flexible vacation policy, you’ll decide how much vacation time you need based on your own personal circumstances. You’ll also be granted time off for designated EY Paid Holidays, Winter/Summer breaks, Personal/Family Care, and other leaves of absence when needed to support your physical, financial, and emotional well‑being. 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. Equal Employment Opportunity EY provides equal employment opportunities to applicants and employees without regard to race, color, religion, age, sex, sexual orientation, gender identity/expression, pregnancy, genetic information, national origin, protected veteran status, disability status, or any other legally protected basis, including arrest and conviction records, in accordance with applicable law. #J-18808-Ljbffr EY