EY QAS Senior Consultant 

Canada, Quebec, Montreal 

464899833

Skills and attributes for success

• Ability to analyze data and information effectively, drawing insights that support decision-making and problem-solving.
• Collaborative mindset with a willingness to work closely with colleagues and contribute to team goals, fostering a positive work environment.
• Open to new challenges and experiences, demonstrating a proactive approach to personal and professional development.
• Capable of conveying ideas clearly and concisely, both verbally and in writing, to engage with team members and stakeholders.
• This role involves interaction with clients operating nationally and globally where fluency in French and English is required. Bilingualism in both French and English is therefore a requirement of this role. While based in Montreal, this position will interact with external and internal stakeholders both within and outside of Canada. French and English bilingualism is therefore a requirement.

To qualify for the role you must have

• Knowledge of market risk regulatory requirements (Basel III) and accounting standards (IAS 39, IFRS 9)
• First hand experience with market risk models and methodologies: Derivatives instruments (plain vanilla and exotic) valuation (from accounting perspective), market risk model’s development and validation, market risk assessment (VaR, xVA, sensitivity analysis, stress/scenario testing)
• Strong academic background with a Master’s degree in Financial Engineering, Finance or Engineering (equivalent education and/or experience may also be considered)
• Strong communication, presentation and technical writing skills to describe ideas, concepts and issues that involve interpretation, analysis and assessment of complex conceptual topics
• Keen desire to continue developing and integrating quantitative skills within both a challenging and rewarding business environment
• Self starting attitude, an ability to think out of the box and driven by new challenges
• Knowledge of any of the following programming languages: VBA / C++ / R / Matlab / Python
• Ability to travel at short notice to serve Canadian clients outside Montreal (expected to be less than 20%)

What we offer

We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. In addition, our Total Rewards package allows you to decide which benefits are right for you and which ones help you create a solid foundation for your future. Our Total Rewards package includes a comprehensive medical, prescription drug and dental coverage, a defined contribution pension plan, a great vacation policy plus firm paid days that allow you to enjoy longer long weekends throughout the year, statutory holidays and paid personal days (based on province of residence), and a range of exciting programs and benefits designed to support your physical, financial and social well-being. Plus, we offer:

• Support, coaching and feedback from some of the most engaging colleagues around
• Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that’s right for you

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.