Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services -Financial Services Office (Manager) (Multiple Positions)

EY - McLean, VA

Posted: 8/31/2017
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**Title:** Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services -Financial Services Office (Manager) (Multiple Positions) **Location:** US-VA-McLean **Job Number:** MCL003G2 **Quantitative Analyst, Financial Services Risk Management - Quantitative Advisory Services - Financial Services Office (Manager) (Multiple Positions).** **Ernst & Young U.S. LLP, McLean, VA.** **Develop quantitative products used to inform clients engaged in saving, lending, investing, borrowing, or managing risk. Create mathematical models used to develop improved analytical tools or advanced financial investment instruments. Apply quantitative techniques to help institutions develop and validate risk measurement and valuation methodologies. Apply mathematical and statistical techniques to understand how quantitative risk governance interacts with risk and control assessment processes, modeling, regulatory readiness, and risk reporting. Manage and motivate teams of professionals with diverse skills and backgrounds. Consistently deliver quality client services by monitoring progress. Demonstrate in-depth technical capabilities and professional knowledge. Maintain long-term client relationships and networks. Cultivate business development opportunities.** **Full time employment, Monday** **– Friday,** **40** **hours per week, 8:30 am – 5:30 pm.** **Qualifications:** **Must have a Bachelor’s degree in Mathematics, Statistics, Physics, Computational Finance, Engineering, or a related field and 5 years of progressive, post-baccalaureate quantitative analysis work experience. Alternatively, must have a Master’s degree in Mathematics, Statistics, Physics, Computational Finance, Engineering, or a related field and 3 years of quantitative analysis work experience.** **Must have two years of experience with statistical and numerical techniques.** **Must have two years of experience with the principles of the theory of probability and stochastic calculus.** **Must have two years of experience designing and developing quantitative methods and services for capital market products in at least one of the following environments:** **- Financial product engineering** **- Research and development (R&D)** **Must have two years of experience performing routine execution and setting analytical programming requirements in one of the following languages/technologies:** **- C** **- Visual Basic** **- Excel** **Must have two years of experience with capital markets products, methodologies, and financial analytics, including key concepts of derivative instrument pricing and risk measurement.** **Requires domestic and regional travel up to 30% to serve client needs** **Employer will accept any suitable combination of education, training, or experience** **TO APPLY:** **Please apply on-line at** **ey.com/us/jobsearch (Job Number – MCL003G2).** **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** **https://www.gpo.gov/fdsys/pkg/CFR-2011-title20-vol3/pdf/CFR-2011-title20-vol3-sec656-3.pdf** **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".**
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