EY Quantitative Analyst-FSRM-QAS-Banking Book-FSO-Mgr-Multiple 

United States, California, San Francisco 

890907132

Ernst & Young U.S. LLP, San Francisco, CA.

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 PhD 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 $167,005.00 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. Join us in our team-led and leader-enabled hybrid model. Our expectation is for most people in external, client serving roles to work together in person 40-60% of the time over the course of an engagement, project or year. 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.

•: You’ll develop the mindset and skills to navigate whatever comes next.
•: We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
•: We’ll give you the insights, coaching and confidence to be the leader the world needs.
•: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.
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.

For those living in California, please

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 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".