Fs-Risk Consulting-Fsrm - Qtb - Senior
Fs-Risk Consulting-Fsrm - Qtb - Senior
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Job Description
At EY youll have the chance to build a career as unique as you are with the global scale support inclusive culture and technology to become the best version of you. And were counting on your unique voice and perspective to help EY become even better too. Join us and build an exceptional experience for yourself and a better working world for all.
Business Consulting QAS - Quantitative Trading Book (QTB)
Profile: Investment Analyst & AI Model Development Specialist
Description
EYs Financial Services Office (FSO) is a dynamic industry-focused business unit offering a broad range of integrated services that combine deep industry experience with strong functional capability and product knowledge. Our FSO Advisory provides comprehensive advisory services to a diverse set of financial institutions and capital markets participants including commercial banks investment banks broker-dealers asset managers insurance companies and Corporate Treasury functions of leading Fortune 500 companies.
Within the FSO Advisory Practice the Financial Services Risk Management (FSRM) group delivers solutions to help clients identify measure manage and monitor the various risks associated with their capital markets activities.
We are currently seeking a Quantitative Analyst & AI Model Development Specialist with a strong background in both traditional and generative AI modeling investment management models and BSA/AML models. This role will involve leveraging advanced machine learning techniques and quantitative analysis to enhance risk management and compliance frameworks.
Your Key Responsibilities
- Develop and implement advanced AI models including generative and traditional AI to support quantitative trading strategies and investment management.
- Apply machine learning algorithms to enhance BSA/AML models ensuring robust compliance and risk mitigation.
- Collaborate with cross-functional teams to integrate AI and quantitative solutions into business processes enhancing risk management and regulatory compliance.
- Mentor and guide junior consultants fostering a culture of learning and knowledge sharing.
- Stay current with industry trends particularly in financial services to address client challenges with cutting-edge solutions.
To Qualify for the Role You Should Have:
- A degree in Mathematics Engineering Computational Finance Artificial Intelligence Machine Learning or a related field with a strong quantitative background.
- At least 2 years of hands-on experience in AI model development including Gen AI and Traditional AI techniques.
- Proficiency in quantitative analysis and model development for investment management like portfolio optimization asset allocation risk/return trade-offs (alpha systematic and factor) as well as tracking error computations and Fama French model
- Knowledge of BSA/AML regulations and ability to develop models that detect prevent and report money laundering and other financial crimes. Familiarity with Know Your Customer (KYC) Customer Due Diligence (CDD) Enhanced Due Diligence (EDD) and Transaction Monitoring Systems.
- Strong programming skills in Python Java C or R with experience in ML frameworks such as TensorFlow PyTorch or JAX.
- Excellent communication skills with the ability to articulate complex technical concepts to non-technical stakeholders.
- To expand the skills section to incorporate keywords related to BSA/AML models we can include specific skills and knowledge areas that are essential for developing and implementing these models effectively. Heres an expanded skills section:
Good-to-Have:
- Certifications such as FRM CQF CFA PRM or related qualifications.
- Experience with regulatory frameworks such as Basel CCAR and FRTB.
- Familiarity with ETRM/CTRM systems and pricing/risk management systems like Calypso Murex or Bloomberg.
- Willingness to travel as needed to meet client requirements.
Other responsibilities
- Conduct performance reviews and contribute to performance feedback for Senior Consultants and Staffs
- Contribute to people initiatives including recruiting talent
- Maintain an educational program to continually develop personal skills
- Experience in stakeholder and client management
- Play your part in developing intellectual capital to support delivering superior outcomes for client and firm.
What Working at EY Offers:
- A competitive compensation package with performance-based rewards.
- A collaborative environment that fosters innovation and a better working world.
- Comprehensive training and development programs.
- Opportunities to work with senior colleagues and manage a diverse workload.
EY Building a better working world
EY exists to build a better working world helping to create long-term value for clients people and society and build trust in the capital markets.
Enabled by data and technology diverse EY teams in over 150 countries provide trust through assurance and help clients grow transform and operate.
Working across assurance consulting law strategy tax and transactions EY teams ask better questions to find new answers for the complex issues facing our world today.
Employment Type
Full Time
