The opportunity
The QCC team currently has an exciting career opportunity for a Senior, focused on risk management modeling, portfolio analysis, valuation, and data science activities. You will work on projects covering a range of commodities and commercial objectives and will have exposure to the interesting and complex problems faced by our clients. The candidate will work within QCC project teams, typically focused on developing new financial models and analytics to meet our client’s needs. You will have the support of a team of quantitative and commodities professionals with significant industry experience, providing opportunities to learn and continue developing quantitative skills throughout your career at EY. The candidate can also expect to work within other groups in the broader commodities practice and team with other service lines across EY.
Responsibilities
This role requires a combination of technical, financial, and quantitative knowledge, along with strong communication and presentation skills to deliver specialized work for our clients. You will be focused on the application of quantitative techniques to value complex commodity contracts and will often be required to present technical topics to non-technical audiences.
Key responsibilities include :
- Using a commercial industry perspective to advise clients on advanced practices, typical industry approaches, market behavior.
- Developing quantitative financial models for commodity and financial contracts, including implementing market factor simulation techniques and a variety of stochastic and numerical methods
- Using and enhancing proprietary valuation models, including the selection of appropriate inputs and techniques
- Leveraging machine learning techniques and statistical programming packages to perform analysis on commodity instruments
- Presenting results, both internally and externally, including using modern data visualization tools
- Writing client reports describing work performed, considerations, recommendations and outcomes
- Problem solving under uncertainty to adapt existing approaches and analytics styles to new commodity, financial, and renewables markets and new client objectives
- Working across a team and independently with a highly adaptive, flexible approach to solving new problems
Requirements for the role :
A bachelor’s degree and two years of related work experience; or a graduate degree and one year of related work experience in a quantitative discipline such as quantitative finance, mathematics, statistics, financial engineering, engineering, or economics and econometricsExperience in VBA programming and at least one of R, Python programming language and strong Microsoft Excel skillsFamiliarity with derivatives pricing models and computational financeFamiliarity with market factor simulation techniques and a variety of stochastic and numerical methodsIdeally, the candidate will have experience and a continuing strong interest in financial and commodity markets and related financial instrumentsAbility to work within a given budget and schedule, and provide results in a fast-paced environmentAbility to work independently and as part of a team prioritizing multiple tasks, deadlines, and project stakeholdersA strong work ethic, strong communications skills, and willingness embrace new challenges and ideas with a flexible, positive, solution-oriented mindsetThe flexibility and the willingness to travel occasionallyAbility to complete an approved certification within 2 years of hiringEY | Building a better working world