Financial Services Risk Management Manager - Quantitative Advisory Services - 00F0C

Ernst & Young's Financial Services Risk Management (FSRM) unit is a specialty advisory practice that provides integrated market, credit and operational risk management; operations improvement, business integration, and strategic cost management; and regulatory and treasury advisory services to financial institutions and other capital markets participants. FSRM includes individuals who have industry, client and product knowledge as well as quantitative, regulatory, project management and technology professionals. Our teams work together to coordinate the delivery of risk management, regulatory and business performance services to a variety of clients, including commercial banks, investment banks, broker-dealers, asset managers, insurance and energy trading companies, and other organizations.Quantitative Specialists have the opportunity to model, validate and implement quantitative risk management services for market, credit, and operational risk, as well as support our treasury advisory services. The Manager is also responsible for developing and maintaining productive relationships with clients.ResponsibilitiesWork as a member of risk management teams involved in all phases of quantitative advisory and assurance projects including: derivative instrument model development and pricing; Value-at-Risk analysis; data and model analysis; development of quantitative methodologies and services; quality control and testing; and business requirements definition. Work directly in business development and pursuits; engagement management; engagement execution; client interaction; and reporting. To qualify, candidates must have: a master's degree in computational finance, mathematics, engineering, statistics, or physics 5-7 years of relevant experience statistical and numerical techniques and the principles of the theory of probability and stochastic calculus C++/Visual Basic/Excel routines and analytical programming requirements experience working in a financial product engineering/R&D environment designing and developing quantitative methods and services for capital market products knowledge of capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement a desire to develop and integrate quantitative skills within a required scope of designing and implementing business services strong written and verbal communication skillsSuccessful candidates must also have the ability to travel approximately 20%.NY-New York