EY
Quantitative Analyst - FSRM - QAS - Banking Book - FSO - Manager - Multiple Posi
EY, San Francisco, California, United States, 94199
Quantitative Analyst - FSRM - QAS - Banking Book - FSO - Manager - Multiple Positions - 1653519
Join Ernst & Young U.S. LLP to apply for the Quantitative Analyst, Financial Services Risk Management role within the Quantitative Advisory Services – Banking Book division.
Responsibilities
Apply mathematical, statistical and other quantitative techniques to solve complex client business issues.
Develop quantitative products that assist clients in building and validating credit risk modelling methodologies and applying advanced analytics.
Apply quantitative and statistical techniques to understand the interaction of risk governance with risk & control assessment, regulatory readiness and reporting.
Help institutions develop and validate risk measurement and valuation methodologies.
Consistently deliver high‑quality client services by monitoring project progress.
Maintain long‑term client relationships and cultivate business development opportunities.
Minimum Requirements
Bachelor’s, Master’s or Ph.D. in economics, statistics, computational finance, mathematics, engineering, data science, physics or a related field, with 4–5 years of post‑baccalaureate progressive quantitative analysis experience.
Minimum 2 years of experience with statistical and numerical techniques, including regression analysis or machine learning.
Minimum 2 years of experience communicating quantitative concepts to technical and non‑technical audiences.
Minimum 2 years of consulting (advisory services) work experience.
Experience in at least two of the following areas:
Credit risk modelling analytics (broad, retail, wholesale)
Retail modelling for mortgage, credit card or consumer loans
Wholesale credit modelling for C&I, CRE or related exposures
Credit loss forecasting for US GAAP, CECL or IFRS 9
Model development, validation, advanced analytics or quantitative analysis supporting consumer regulatory compliance
Minimum 1 year of experience with SAS, STATA, R, Python or Matlab.
Domestic and regional travel up to 30 % required.
Employment
Full time, Monday‑Friday, 40‑45 hours per week (8:30 am – 5:30 pm).
Location: San Francisco, CA (remote options may be considered).
Compensation & Benefits The base salary for this position is $171,180 per year, with a comprehensive Total Rewards package that includes medical, dental, pension and 401(k) plans, and a wide range of paid time off options. Compensation details may vary.
Equal Employment Opportunity Statement Ernst & Young is committed to providing equal employment opportunities and to offering reasonable accommodation to qualified individuals with disabilities. All hiring decisions are made without regard to race, color, religion, age, sex, gender identity, sexual orientation, national origin, veteran status or disability status. If you require assistance with the application process or need to request accommodations, please contact EY Talent Shared Services.
How to Apply Apply online at ey.com/en_us/careers. Job Number: 1653519.
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Responsibilities
Apply mathematical, statistical and other quantitative techniques to solve complex client business issues.
Develop quantitative products that assist clients in building and validating credit risk modelling methodologies and applying advanced analytics.
Apply quantitative and statistical techniques to understand the interaction of risk governance with risk & control assessment, regulatory readiness and reporting.
Help institutions develop and validate risk measurement and valuation methodologies.
Consistently deliver high‑quality client services by monitoring project progress.
Maintain long‑term client relationships and cultivate business development opportunities.
Minimum Requirements
Bachelor’s, Master’s or Ph.D. in economics, statistics, computational finance, mathematics, engineering, data science, physics or a related field, with 4–5 years of post‑baccalaureate progressive quantitative analysis experience.
Minimum 2 years of experience with statistical and numerical techniques, including regression analysis or machine learning.
Minimum 2 years of experience communicating quantitative concepts to technical and non‑technical audiences.
Minimum 2 years of consulting (advisory services) work experience.
Experience in at least two of the following areas:
Credit risk modelling analytics (broad, retail, wholesale)
Retail modelling for mortgage, credit card or consumer loans
Wholesale credit modelling for C&I, CRE or related exposures
Credit loss forecasting for US GAAP, CECL or IFRS 9
Model development, validation, advanced analytics or quantitative analysis supporting consumer regulatory compliance
Minimum 1 year of experience with SAS, STATA, R, Python or Matlab.
Domestic and regional travel up to 30 % required.
Employment
Full time, Monday‑Friday, 40‑45 hours per week (8:30 am – 5:30 pm).
Location: San Francisco, CA (remote options may be considered).
Compensation & Benefits The base salary for this position is $171,180 per year, with a comprehensive Total Rewards package that includes medical, dental, pension and 401(k) plans, and a wide range of paid time off options. Compensation details may vary.
Equal Employment Opportunity Statement Ernst & Young is committed to providing equal employment opportunities and to offering reasonable accommodation to qualified individuals with disabilities. All hiring decisions are made without regard to race, color, religion, age, sex, gender identity, sexual orientation, national origin, veteran status or disability status. If you require assistance with the application process or need to request accommodations, please contact EY Talent Shared Services.
How to Apply Apply online at ey.com/en_us/careers. Job Number: 1653519.
#J-18808-Ljbffr