The Risk Quant role at EY focuses on providing quantitative risk management services within the Financial Services sector. As a senior member of the Quantitative Advisory Services Trading Book team, you will leverage quantitative techniques to address risk management challenges and enhance business efficiencies for clients. The team engages in high-exposure projects related to financial model development, validation, and advanced analytics. This position offers the opportunity to work with diverse clients and develop insights into the evolving regulatory landscape.

• A Bachelor's degree with at least 3 years' experience, or a Master's degree with at least 2 years' experience, or a PhD in Mathematics, Statistics, Economics, Computer Science, Engineering, Physics, Finance, Data Sciences or related fields.
• Experience in financial product engineering and quantitative methods for capital market and derivative products.
• Proficiency in statistical languages such as R, MATLAB, or SAS, and programming languages including C/C++, Python, Java, or VBA.
• Knowledge of big data, machine learning techniques, and AI frameworks.
• Familiarity with digital asset risk analytics and climate/ESG risk analytics.

• Deliver services in quantitative risk management and governance, model development, and validation.
• Support the development and validation of mathematical/statistical models for financial instruments and risk models.
• Perform detailed data analysis to assist clients in solving complex business problems.
• Document results and suggest ideas for efficiencies in client projects.
• Establish and maintain relationships with client personnel at appropriate levels.

• Ernst & Young (EY) offers a comprehensive and competitive benefits package designed to support the well-being of its employees across various dimensions.