Description
Within the FSO Advisory Practice, the Financial Services Risk Management (FSRM) group delivers solutions to help clients identify, measure, manage, and monitor the various risks associated with their capital markets activities.
Your Key Responsibilities
- Develop and implement advanced AI models, including generative and traditional AI, to support quantitative trading strategies and investment management.
- Apply machine learning algorithms to enhance BSA/AML models, ensuring robust compliance and risk mitigation.
- Collaborate with cross-functional teams to integrate AI and quantitative solutions into business processes, enhancing risk management and regulatory compliance.
- Mentor and guide junior consultants, fostering a culture of learning and knowledge sharing.
- Stay current with industry trends, particularly in financial services, to address client challenges with cutting-edge solutions.
To Qualify for the Role, You Should Have:
- A degree in Mathematics, Engineering, Computational Finance, Artificial Intelligence, Machine Learning, or a related field, with a strong quantitative background.
- At least 2 years of hands-on experience in AI model development, including Gen AI and Traditional AI techniques.
- Proficiency in quantitative analysis and model development for investment management like portfolio optimization, asset allocation, risk/return trade-offs (alpha, systematic, and factor) as well as tracking error computations and Fama French model
- Knowledge of BSA/AML regulations and ability to develop models that detect, prevent, and report money laundering and other financial crimes. Familiarity with Know Your Customer (KYC), Customer Due Diligence (CDD), Enhanced Due Diligence (EDD), and Transaction Monitoring Systems.
- Strong programming skills in Python, Java, C++, or R, with experience in ML frameworks such as TensorFlow, PyTorch, or JAX.
- Excellent communication skills with the ability to articulate complex technical concepts to non-technical stakeholders.
Good-to-Have:
- Certifications such as FRM, CQF, CFA, PRM, or related qualifications.
- Experience with regulatory frameworks such as Basel, CCAR, and FRTB.
- Familiarity with ETRM/CTRM systems and pricing/risk management systems like Calypso, Murex, or Bloomberg.
- Willingness to travel as needed to meet client requirements.
Other responsibilities
- Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs
- Contribute to people initiatives including recruiting talent
- Maintain an educational program to continually develop personal skills
- Experience in stakeholder and client management
- Play your part in developing intellectual capital to support delivering superior outcomes for client and firm.
What Working at EY Offers:
- A competitive compensation package with performance-based rewards.
- A collaborative environment that fosters innovation and a better working world.
- Comprehensive training and development programs.
- Opportunities to work with senior colleagues and manage a diverse workload.
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.