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Job description
EY is seeking a quantitative professional to support financial risk management projects for top-tier global and regional clients. The role involves developing and validating quantitative models in credit and market risk domains, with a focus on applying advanced mathematical techniques to financial risk analysis.
Primary responsibilities include participating in quantitative risk management projects for global clients, developing and implementing models for credit and market risk, and supporting regulatory initiatives like FRTB, SA-CCR, and IRB methodologies.
Required experience includes a university degree in mathematics, quantitative finance, statistics, or data analytics. Candidates must have practical experience or strong interest in quantitative financial risk management, with technical skills in programming languages and analytical tools.
EY offers competitive compensation with multiple bonus opportunities, extensive professional development programs, 6 weeks of paid leave, comprehensive benefits including 30,000 CZK in cafeteria points, language courses, healthcare access, and a supportive team environment with frequent team-building activities.
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