Quantitative Analyst FSRM QAS Banking Book FSO Manager Multiple Positions

Quantitative Analyst Financial Services Risk Management - Quantitative Advisory Services - Banking Book - Financial Services Office (Manager) (Multiple Positions) (1653519) Ernst & Young U.S. LLP San Francisco CA.

Apply mathematical statistical and other quantitative techniques to help solve our clients complex business issues. Develop quantitative products used to assist clients in developing and validating credit risk modeling methodologies and performing the practical application of advanced analytics techniques. Apply mathematical and statistical techniques to understand how quantitative risk governance interacts with risk and control assessment processes modeling regulatory readiness and risk reporting. Apply quantitative techniques to help institutions develop and validate risk measurement and valuation methodologies. 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 40-45 hours per week 8:30 am 5:30 pm.

MINIMUM REQUIREMENTS:

Must have a Bachelors 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 Masters 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.

Please apply on-line at and click on Careers - Job Search then Search Jobs (Job Number -).

What we offer

We offer a comprehensive compensation and benefits package where youll be rewarded based on your performance and recognized for the value you bring to the business. The base salary for this job is $171180.00 per 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 youll decide how much vacation time you need based on your own personal circumstances. Youll 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.

Continuous learning: Youll develop the mindset and skills to navigate whatever comes next.

Success as defined by you: Well provide the tools and flexibility so you can make a meaningful impact your way.

Transformative leadership: Well give you the insights coaching and confidence to be the leader the world needs.

Diverse and inclusive culture: Youll be embraced for who you are and empowered to use your voice to help others find theirs.

EY accepts applications for this position on an on-going basis. If you can demonstrate that you meet the criteria above please contact us as soon as possible.

The exceptional EY experience. Its yours to build.
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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.