Quantitative Analyst-FSRM-QAS-Trading Book-FSO-Mgr-Multiple Positions
EY
- Hoboken, NJ
- Permanent
- Full-time
- Designing and developing quantitative methods and services for capital markets and derivative products
- Front Office (FO) pricing models, Market and Counterparty Credit Risk models, liquidity models, treasury function models, operational risk models or Comprehensive Capital Analysis and Review (CCAR) models
- Statistical and numerical techniques and the principles of the theory of probability and stochastic calculus
- Functional knowledge related to some of the following: modeling knowledge of financial risks and derivative products (e.g., equity, FX, commodities, credit and interest rates), risk management, model development, model validation, advanced analytics (e.g., machine learning techniques)
- Functional experience in market risk modeling and associated methodologies and their role in the overall risk management framework.
- Advanced analytics models, building machine learning algorithms (using Random Forest, SVM, Deep Learning and similar techniques) or Blockchain development and application
- Big data, machine learning and AI techniques using one or combination of the following tools:
- TensorFlow
- Theano
- Torch
- KerasMust have at least 2 years of work experience in at least 2 of the following programming languages:
- R
- MATLAB
- C/C++
- Python
- Java
- SQLMust have at least 1 year of working experience managing projects and teams.Requires domestic and regional travel up to 70% to serve client needs.Employer will accept any suitable combination of education, training, or experiencePlease apply on-line at ey.com/en_us/careers and click on "Careers - Job Search”, then “Search Jobs" (Job Number - 1494637).What we offerWe 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 $181,670.00 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. 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.
- Continuous learning: You'll develop the mindset and skills to navigate whatever comes next.
- Success as defined by you: We'll provide the tools and flexibility, so you can make a meaningful impact, your way.
- Transformative leadership: We'll give you the insights, coaching and confidence to be the leader the world needs.
- Diverse and inclusive culture: You'll be embraced for who you are and empowered to use your voice to help others find theirs.