Assurance FAAS - Staff

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Background

Our Quantitative and Commodities Center (QCC) is part of EYs Financial Accounting Advisory Services (FAAS) practice. We are a national competency-based solution that provides specialized advisory services to companies with commodity operations and exposure including procurement marketing trading risk management. The QCC team is comprised of individuals with deep industry knowledge technical quantitative skills and relevant project experience. We assist our clients with analytical support in complex commodity risk topics such as hedging trading and procurement optimization market risk management reporting tools and complex contract modeling including energy agriculture metals and soft commodities.

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 clients 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 bachelors 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 econometrics
• Experience in VBA programming and at least one of R Python programming language and strong Microsoft Excel skills
• Familiarity with derivatives pricing models and computational finance
• Familiarity with market factor simulation techniques and a variety of stochastic and numerical methods
• Ideally the candidate will have experience and a continuing strong interest in financial and commodity markets and related financial instruments
• Ability to work within a given budget and schedule and provide results in a fast-paced environment
• Ability to work independently and as part of a team prioritizing multiple tasks deadlines and project stakeholders
• A strong work ethic strong communications skills and willingness embrace new challenges and ideas with a flexible positive solution-oriented mindset
• The flexibility and the willingness to travel occasionally
• Ability to complete an approved certification within 2 years of hiring

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