You’ll work as part of high-performing team on a broad range of clients and assignments that will stretch and challenge you. You’ll be encouraged and expected to take accountability and make an impact.
What we look for
We are seeking a highly skilled Senior or Manager Quantitative Modelling Specialist to join our Financial Services and Risk Management team.
The ideal candidate will have a robust background in finance and mathematics, with extensive experience in quantitative modeling. This role focuses on developing, implementing, and maintaining financial models to assess and mitigate banking and financial risks. As a member of our team, you’ll work in a highly collaborative environment with risk management experts in all areas, regulatory experts, data science practitioners and advisory professionals using all kind of tools from data manipulation tools to statistical ones, in order to bring the best solutions for our projects.
Primary Duties and Responsibilities
Model Development and Implementation: Develop, implement, and maintain advanced quantitative models for risk assessment, including credit, market, and operational risks.
Risk Analysis: Conduct comprehensive risk analysis using quantitative methods to identify, measure, and monitor financial risks.
Technical Solutions: Integrate cutting-edge technological solutions into modeling processes, including machine learning and AI techniques.
Validation and Documentation: Perform rigorous model validation, back-testing, and document model development processes.
Stakeholder Collaboration: Work closely with risk management, finance, and regulatory teams, providing expert insights and recommendations.
Regulatory Compliance: Ensure all models comply with regulatory standards such as Basel IV and IFRS 9.
What working at EY offers
At EY, you’ll learn A LOT through experience, on a variety of projects for a diverse range of BIG clients.
Get free certifications and enjoy national & international training.
Get extra vacation days when public holidays fall on a weekend.
Join an EY Community and practice your hobby with your colleagues off-work.
Get plenty of discounts, perks and medical coverage.
Free access to Udemy, EY Badges
Bookster library
Medical subscription for employees and family members (wife/husband/children)
Life & accident insurance
EAP – Employee Assistance Program - Short term confidential counselling services for you and those who live with you.
About EY
As a global leader in assurance, tax, transaction and advisory services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better.
Join us in building a better working world.
Apply now
We regret to inform you that this job opportunity is no longer available