【諮詢服務】量化分析 (數據分析與研究) - 經理

At EY, you’ll 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 we’re 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. 

EY business consulting is looking to recruit a manager-level consultant having competencies in either one of the following. 

1. Liquidity risk management/Interest rate risk management/Financial engineering/ Quantitative Finance

Job Description

1. Lead colleagues to go through data analytics and develop quantitative/algorithmic solutions to help clients tackle Basel and other regulatory requirements.
2. Lead colleagues to conduct in-depth research on various topics, including but not limited to liquidity risk stress testing, customer behavior under interest rate conditions, pricing models for financial derivatives, risk management strategies for financial institutions, and regulatory trends in the banking industry.
3. Work closely with clients, conduct client interviews to discover the pain points, and deliver data-driven solutions to problems.
4. Perform other tasks on an ad hoc basis.

Qualifications

1. At least 5 to 7 years of working experience in the related financial industry
2. A bachelor’s and/or master’s degree, preferably with a financial engineering and financial mathematics-related major.
3. Excellent English communication skills (oral and written)
4. With analytical and problem-solving skills
5. Full of passion for analyzing data, discovering insights from the data, and conquering difficult problems.
6. The role specializes in model establishment, calibration, validation, and project management.
7. The role should be familiar with risk management practice, stochastic mathematics, engineering mathematics, numerical method, project management et al.      
8. Required technical competencies in programming, such as Python and R.
9. Familiar with programming (MSSQL/Oracle SQL) and data processing experience is preferred
10. Machine learning and deep learning capabilities are preferred.

We offer you

• An international environment is full of challenges and opportunities for growth.
• A friendly yet challenging working environment.
• On-the-job training.

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