Primary responsibilities include working on transformative projects related to regulatory changes, risk modeling, valuation of financial instruments, and developing expertise for risk, finance, and business departments of major financial institutions. This involves projects like IBOR transition, market and credit risk modeling, and integrating innovative techniques like machine learning into traditional models.
Required experience includes a degree in engineering or university studies specializing in stochastic calculation, statistics, or data science, with at least 3 years of professional experience in financial environments such as banking, insurance, or asset management. Strong analytical skills, methodical approach, curiosity, and team spirit are essential.
EY offers a dynamic international work environment with over 365,000 associates and collaborators worldwide. The role provides opportunities to work on cutting-edge financial projects, develop professional expertise, and be part of a global network of quantitative professionals, with potential for career growth and continuous learning.
