Senior Market Risk Consultant Toronto

Toronto-based Senior Consultant work centers on quantitative risk modelling, Python and SQL across capital markets and treasury engagements.At EY, this Senior Consultant supports banks, pension funds, insurers, credit unions and asset managers. The work spans market risk, model risk, market data, valuation, counterparty credit risk and treasury risk management. You will combine quantitative analysis with practical business, risk, data and technology considerations.Key Responsibilities:
Perform quantitative modelling, validation and risk analytics activitiesAnalyze derivatives, securities, pricing and valuation adjustmentsSupport FRTB, SA-CCR and potential future exposure workUse Python and SQL to analyze dataPrepare clear, client-ready findings while managing deadlinesRequirements:
Master’s degree or PhD in a related fieldTwo to four years of relevant financial risk experienceStrong statistical, numerical and analytical skillsKnowledge of derivatives pricing, market risk or model validationAbility to communicate technical findings clearlyBuild EY client solutions through market risk analysis, quantitative modelling, Python, SQL and clear stakeholder communication in Toronto.
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