EY - Consultant/Manager - Front Office Quant

Company Overview:

ERNST & YOUNG LLP (EY) is a global leader in assurance, tax, transaction, and advisory services. Operating across a wide range of industries, EY helps companies capitalize on opportunities, protect against risks, and drive sustainable growth. With a presence in over 150 countries, EY leverages its extensive network and deep industry knowledge to deliver exceptional client service and build a better working world.

Role Overview:

As a Front Office Quant at EY, you will be an integral part of our team, working directly with clients to develop and implement sophisticated quantitative solutions. You will collaborate with experienced professionals across various domains, including trading, risk management, and valuation, to address complex business challenges. Your work will directly impact clients' decision-making processes, enabling them to optimize their strategies and manage risk effectively.

Key Responsibilities:

- Develop and validate pricing models for a wide range of derivatives instruments for clients.

- Conduct quantitative analysis of market risk, including Value-at-Risk (VaR) and stress testing, to support risk management decisions.

- Design and implement algorithmic trading strategies to improve trading efficiency and profitability for clients.

- Perform financial modeling and valuation of complex financial instruments to support investment decisions.

- Communicate technical findings and recommendations to both technical and non-technical audiences to facilitate informed decision-making.

- Contribute to the development of new quantitative methodologies and tools to enhance the firm's capabilities.

- Collaborate with cross-functional teams to deliver integrated solutions to clients.

Required Skillset:

- Demonstrated ability to develop and implement quantitative models for pricing and risk management.

- Strong understanding of derivatives pricing theory and market risk management techniques.

- Proficiency in statistical analysis, econometrics, and financial modeling.

- Experience with programming languages such as Python, R, or MATLAB.

- Excellent communication and presentation skills, with the ability to explain complex concepts clearly and concisely.

- Strong analytical and problem-solving skills.

- CFA charterholder or progress towards certification is preferred.

- Bachelor's or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, or Finance.

- 2-7 years of relevant experience in a front office quant role.