Ernst & Young Oman
USA - Consulting - Financial Services - Quantitative Advisory Services - Senior
Ernst & Young Oman, Charlotte, North Carolina, United States, 28245
USA – Consulting – Financial Services – Quantitative Advisory Services – Senior
Locations: NC – Charlotte, NY – New York, VA – McLean
At EY, we’re all in to shape your future with confidence. We help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go.
The opportunity At EY Consulting, we are building a better working world by transforming businesses through the power of people, technology, and innovation. Our clients are at the heart of what we do. As part of the Financial Services team, you’ll drive change and deliver solutions that revolutionize business operations, help clients manage risks proactively, reduce costs, and grow.
Your key responsibilities The Quantitative Advisory Services (QAS) group operates as an integral component of a broader team that provides comprehensive quantitative risk‑management services. Your role includes driving development, implementation, testing, validation, and other quantitative services of analytic models across a range of financial markets.
Risk management, including market, credit, liquidity/treasury, operational, compliance, climate, and other risks;
Regulatory capital analytics (Basel III, FRTB, CCAR);
Front‑office derivative pricing for multiple asset classes;
Credit analytics (loss forecasting, reserves/CECL, PPNR) and balance‑sheet management;
Wealth and asset‑management analytics;
Application of advanced analytics, AI/ML, Generative AI, and NLP to unlock insights.
Skills and attributes for success
Educational Background : PhD (Computational/Quantitative Finance, Mathematics, Engineering, Statistics, Economics, Physics, CS) or Master’s with 2+ years quantitative analytical experience.
Programming Proficiency : C++, Java, Python, VBA, SAS, R, SQL.
Collaborative Teamwork : Inclusive, cross‑functional, and client‑focused.
Communication Skills : Present complex concepts and document models to all audiences.
Analytical Mindset : Curiosity, initiative, and problem‑solving in a dynamic environment.
Agile and Growth‑Oriented : Adaptable to new methodologies and industry practices.
Reliable transportation; driver’s license preferred.
Willingness to travel and work excessive hours when required.
Experience that is advantageous
Credit Modeling Expertise
– credit markets, regulations, accounting, model development.
Model Risk Management Knowledge
– frameworks, life cycles, documentation.
Quantitative Financial Modeling Skills
– advanced statistics, mathematics, risk assessment.
Computational Thinking
– data interpretation and algorithm development.
Risk Modeling Acumen
– ESG, operational, KYC, AML, fraud, trade surveillance.
Use of firm‑approved AI tools (e.g., Microsoft Copilot).
What we offer you
Competitive compensation ($135,000‑$150,000 base) and a comprehensive benefits package (medical/dental, pension, 401(k), paid time off).
Hybrid work model – 40‑60% in‑office for client‑serving roles.
Flexible vacation policy with paid holidays and additional leaves.
We value your application
Limit each candidate to two applications per six months.
Early‑career team reviews all applications.
Recruiter outreach may occur to discuss your interests.
Applications will be accepted through 18 January 2026, unless positions are filled sooner.
EY focuses on high‑ethical standards and integrity. We expect all candidates to demonstrate these qualities.
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. We are committed to providing reasonable accommodation to qualified individuals with disabilities, including veterans with disabilities. If you have a disability and need assistance or accommodation, please call 1‑800‑EY‑HELP3 (Option 2 for candidate inquiries, then Option 1, then Option 2). You may also email the EY Talent Shared Services Team at ssc.customersupport@ey.com.
#J-18808-Ljbffr
At EY, we’re all in to shape your future with confidence. We help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go.
The opportunity At EY Consulting, we are building a better working world by transforming businesses through the power of people, technology, and innovation. Our clients are at the heart of what we do. As part of the Financial Services team, you’ll drive change and deliver solutions that revolutionize business operations, help clients manage risks proactively, reduce costs, and grow.
Your key responsibilities The Quantitative Advisory Services (QAS) group operates as an integral component of a broader team that provides comprehensive quantitative risk‑management services. Your role includes driving development, implementation, testing, validation, and other quantitative services of analytic models across a range of financial markets.
Risk management, including market, credit, liquidity/treasury, operational, compliance, climate, and other risks;
Regulatory capital analytics (Basel III, FRTB, CCAR);
Front‑office derivative pricing for multiple asset classes;
Credit analytics (loss forecasting, reserves/CECL, PPNR) and balance‑sheet management;
Wealth and asset‑management analytics;
Application of advanced analytics, AI/ML, Generative AI, and NLP to unlock insights.
Skills and attributes for success
Educational Background : PhD (Computational/Quantitative Finance, Mathematics, Engineering, Statistics, Economics, Physics, CS) or Master’s with 2+ years quantitative analytical experience.
Programming Proficiency : C++, Java, Python, VBA, SAS, R, SQL.
Collaborative Teamwork : Inclusive, cross‑functional, and client‑focused.
Communication Skills : Present complex concepts and document models to all audiences.
Analytical Mindset : Curiosity, initiative, and problem‑solving in a dynamic environment.
Agile and Growth‑Oriented : Adaptable to new methodologies and industry practices.
Reliable transportation; driver’s license preferred.
Willingness to travel and work excessive hours when required.
Experience that is advantageous
Credit Modeling Expertise
– credit markets, regulations, accounting, model development.
Model Risk Management Knowledge
– frameworks, life cycles, documentation.
Quantitative Financial Modeling Skills
– advanced statistics, mathematics, risk assessment.
Computational Thinking
– data interpretation and algorithm development.
Risk Modeling Acumen
– ESG, operational, KYC, AML, fraud, trade surveillance.
Use of firm‑approved AI tools (e.g., Microsoft Copilot).
What we offer you
Competitive compensation ($135,000‑$150,000 base) and a comprehensive benefits package (medical/dental, pension, 401(k), paid time off).
Hybrid work model – 40‑60% in‑office for client‑serving roles.
Flexible vacation policy with paid holidays and additional leaves.
We value your application
Limit each candidate to two applications per six months.
Early‑career team reviews all applications.
Recruiter outreach may occur to discuss your interests.
Applications will be accepted through 18 January 2026, unless positions are filled sooner.
EY focuses on high‑ethical standards and integrity. We expect all candidates to demonstrate these qualities.
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. We are committed to providing reasonable accommodation to qualified individuals with disabilities, including veterans with disabilities. If you have a disability and need assistance or accommodation, please call 1‑800‑EY‑HELP3 (Option 2 for candidate inquiries, then Option 1, then Option 2). You may also email the EY Talent Shared Services Team at ssc.customersupport@ey.com.
#J-18808-Ljbffr