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EY Quantitative Analyst-FSRM-QAS-Banking Book-FSO-Manager-Multiple 
United States, New York, New York 
167912772

02.07.2024

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Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services - Banking Book - Financial Services Office (Manager) (Multiple Positions), Ernst & Young U.S. LLP, New York, NY.

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, statistics, computational finance, mathematics, engineering, 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, statistics, computational finance, mathematics, engineering, data science, physics, or a related field and 4 years of quantitative analysis work experience.

Alternatively, must have a Ph.D. in economics, statistics, computational finance, mathematics, engineering, 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


Employer will accept any suitable combination of education, training, or experience.

What we offer
We offer a comprehensive compensation and benefits package where you’ll be rewarded based on your performance and recognized for the value you bring to the business. The base salary for this job is $153,515.00 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. 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.
If you can demonstrate that you meet the criteria above, please contact us as soon as possible.
EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.
This particular position at Ernst & Young in the United States requires the qualified candidate to be a "United States worker" as defined by the U.S. Department of Labor regulations at 20 CFR 656.3. You can review this definition at https://www.gpo.gov/fdsys/pkg/CFR-2011-title20-vol3/pdf/CFR-2011-title20-vol3-sec656-3.pdf at the bottom of page 750. Please feel free to apply to other positions that do not require you to be a "U.S. worker".

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