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Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services - Banking Book - Financial Services Office (Manager) (Multiple Positions) (1552069), Ernst & Young U.S. LLP, Boston, MA.
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.
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