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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, Hoboken, NJ.
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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