Accounting jobs: Quantitative Advisory Services Senior - Montréal - Ernst & Young

Description Ernst & Young's people in more than 140 countries are committed to operating with integrity, quality and professionalism in the provision of audit, tax and transaction advisory services. We strive to help all of our people achieve their professional and personal goals through an inclusive environment that values everyone's contributions, appreciates diversity of thought, fosters growth, and provides continuous opportunities for development. Recognized as one of Canada's top employers, Ernst & Young continually strives to be a great place to work.


Part of Ernst & Young's Advisory practice, the Financial Services Risk Management (FSRM) group provides integrated risk management advisory services to leading Investment Banks, Commercial Banks, Asset Managers, Insurance Companies, Energy Companies, and the Corporate Treasury functions of leading companies on a global basis. FSRM engagement teams provide clients with solutions to help identify, measure, manage and monitor the market, credit, operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

FSRM employs individuals with financial services risk management, trading, regulatory, quantitative, technology, operations and accounting backgrounds. The breadth of the experiences of the FSRM professionals enables the practice to coordinate the delivery of a broad array of risk management services to capital market participants throughout the world in a well integrated manner.

Quantitative Advisory Services (QAS) is a dedicated group of professionals within FSRM who specialize in applying advanced quantitative techniques to help institutions design, develop and validate risk measurement, valuation and hedge effectiveness models and methodologies.

Responsibilities

A QAS Senior works within a team of professionals on all phases of advisory and assurance quantitative risk management engagements for market, credit, and operational risk, including: derivative instrument pricing model development, Value-at-Risk model review and validation, development of quantitative methodologies and solutions, and business requirements definition. The Senior is also responsible for assisting in engagement management, engagement execution, and developing and maintaining productive relationships with clients.
To qualify, candidates must have:

*an accounting designation (CA, CPA), or a master's degree in computational finance, mathematics, engineering, statistics, or physics

*2-4 years of relevant experience

*familiarity with statistical and numerical techniques and the principles of the theory of probability and stochastic calculus

*a desire to develop and integrate quantitative skills within a required scope of designing and implementing business services

*knowledge of capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement

*strong written and verbal communication skills

All candidates must have the willingness and ability for travel (10-25%)

Ernst & Young is committed to diversity and equity.


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