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Ernst & Young

Global professional services: consulting, assurance, tax

Manager – Risk Consulting - Quantitatives Finanz-und ESG-Risikomanagement

Quantitative RiskPosted on Nov 11
Full-timeZürich, SwitzerlandNo salary listed

About the Job

Requirements

  • MSc or PhD in a quantitative field such as mathematics, statistics, physics, financial or computational engineering, or data science, and several years of relevant professional experience in modeling and quantitatively managing financial and/or climate- and nature-related risks at financial institutions or in consulting.
  • Strong interest in climate- and nature-related financial risks and their integration into financial risk management, including climate and other nature-related risks and their financial impacts, climate scenarios, greenhouse gas emissions, financed emissions, and climate strategy.
  • Strong knowledge of at least one financial risk type, such as credit, market, liquidity, or counterparty credit risk, and practical experience with quantitative methods for risk measurement, valuation, stress testing, or capital planning.
  • Hands-on experience implementing quantitative solutions, particularly with Python or R, and interest in AI, machine learning, and large language models and their use in quantitative risk management.
  • Experience independently leading projects or subprojects and leading and developing team members.
  • Experience working independently with clients, understanding their requirements, and developing appropriate solutions; ability to communicate complex topics clearly in German and English.
  • Commercial understanding and experience identifying consulting needs and developing proposals, with interest in actively contributing to winning new engagements.

Responsibilities

  • Lead projects and subprojects from planning through delivery, lead and develop teams, and manage quality, deadlines, and budgets.
  • Serve as a client contact to align requirements and outcomes, develop client relationships, identify consulting needs, and translate them into proposals and new engagements with experienced colleagues.
  • Support financial institutions in identifying, quantifying, and managing established and emerging risks, particularly ESG risks, or assess their treatment as part of audit engagements.
  • Work with clients on climate strategies and quantitative sustainability topics, including calculating greenhouse gas and financed emissions, climate scenarios and stress tests, and climate-related metrics and targets.
  • Design, develop, or assess governance, controls, monitoring, risk appetite, and management reporting.
  • Develop, implement, and validate quantitative models for financial risk types, integrate them into the risk management, valuation, and business decisions of Swiss and international financial institutions, or assess such models and their application as part of audit engagements.
  • Design and assess model risk management frameworks for traditional and AI models, and identify and manage model risks in accordance with regulatory requirements.
  • Analyze and develop quantitative risk management frameworks and advise on stress testing, capital planning, risk limits, and other quantitative risk management processes.

Desired Qualifications

  • Experience with additional financial risk types or emerging quantitative risk topics.
  • An existing network in the financial sector and experience building and maintaining client relationships.

About the Company

Ernst & Young

Global professional services: consulting, assurance, tax

EY (Ernst & Young) provides professional services at a global scale, offering consulting, assurance, tax, and transaction advisory services. It serves clients across industries such as technology, media, real estate, hospitality, and construction. Instead of selling a single product, EY works with clients through tailored engagements where cross-disciplinary teams analyze challenges, design strategies, perform audits, help with tax planning, and assist with mergers or divestitures. What sets EY apart is its worldwide reach and integrated service model, industry-specific expertise, and focus on responsible business practices like sustainability, cybersecurity, and workforce flexibility. EY’s goal is to help organizations improve performance, manage risk, and achieve sustainable growth while building a better working world.

Company size
5,001-10,000
Company stage
Not listed
Total funding
Not listed
Headquarters
Boston, MA
Founded
1991

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