Senior Consultant - Capital Markets - Market Risk and Treasury

At EY, we’re all in to shape your future with confidence.

We’ll help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go.

Join EY and help to build a better working world.

The opportunity

As a Senior Consultant, you will support quantitative financial risk management engagements for banks, pension funds, insurers, credit unions and asset managers. You will contribute across capital markets, market risk, model risk, market data, valuation, counterparty credit risk and treasury risk management.

This job posting relates to an existing vacancy within our organization.

Your key responsibilities

As part of EY’s Financial Services Risk Management practice, you will support clients across complex capital markets, market risk and treasury matters by combining quantitative analysis with practical business, risk, data and technology considerations.

• Perform quantitative modelling, validation, risk analytics and financial data control activities.
• Analyze derivatives and securities, including pricing, sensitivities, independent price verification, valuation adjustments, value at risk and stress testing.
• Support work involving FRTB, SA-CCR, potential future exposure and credit and debit valuation adjustments.
• Use Python and SQL to analyze data, develop practical solutions and prepare clear, client-ready findings.
• Collaborate with quantitative, business and technology professionals while managing multiple priorities and deadlines.

Skills and attributes for success

Success in this role requires strong quantitative capabilities, sound judgment and the ability to communicate technical matters clearly to clients and stakeholders.

• Strong statistical, numerical and analytical skills.
• Knowledge of derivatives pricing, market risk, counterparty credit risk, model development or validation, model risk, market data or valuation adjustments.
• Ability to translate technical analysis into clear findings and recommendations.
• Ability to adapt quickly, solve problems and contribute effectively in a fast-paced consulting environment.

Required qualifications

• A master’s degree or PhD in finance, engineering, computer science, mathematics, physics, statistics or a related field.
• Two to four years of relevant financial risk management experience across one or more capital markets domains, including derivatives pricing, market risk, counterparty credit risk, model development or validation, model risk, market data and data controls, valuation adjustments, risk transformation, or treasury risk management.

Ideally, you’ll also have

• Exposure to AI/ML, generative AI, data visualization or additional programming languages.
• Exposure to digital assets, tokenized securities or distributed ledger technology and related risk considerations.

What we look for

We are looking for collaborative professionals who combine strong quantitative capabilities with practical business judgment and clear communication. Successful candidates will be comfortable working across business, risk, finance, data and technology considerations in a fast-paced consulting environment.

What we offer

We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. In addition, our Total Rewards package allows you to decide which benefits are right for you and which ones will help you create a solid foundation for your future.

Our package includes a discretionary bonus program, comprehensive medical, prescription drug and dental coverage, a defined contribution pension plan, vacation policy plus firm-paid days, statutory holidays, paid personal days based on province of residence, and programs and benefits designed to support physical, financial and social well-being.

You will also receive:

• Support and coaching from engaging colleagues across the industry.
• Learning opportunities to develop new skills and progress your career.
• The freedom and flexibility to handle your role in a way that works for you.

EY reports salary ranges in accordance with applicable provincial pay transparency legislation. Individual salaries within the anticipated ranges are determined based on a wide variety of factors, including internal equity, education, relevant experience, knowledge and applicable skill sets.

Inclusiveness at EY

Inclusiveness is at the heart of who we are and how we work. We’re committed to fostering an environment where differences are valued, policies and practices are equitable, and our people feel a sense of belonging. We embrace diversity and are committed to combating systemic racism, advancing gender equity and women in leadership, advocating for the 2SLGBTQIA+ community, promoting our neuroinclusion and accessibility initiatives, and are dedicated to amplifying the voices of Indigenous peoples (First Nations, Inuit, and Métis) nationally as we strive towards reconciliation. Our diverse experiences, abilities, backgrounds, and perspectives make our people unique and help guide us. Because when people feel free to be their authentic selves at work, they bring their best and are empowered to build a better working world.

Learn about our commitment to Inclusiveness at https://www.ey.com/en_ca/about-us/corporate-responsibility/equity

EY | Building a better working world

EY is building a better working world by creating new value for clients, people, society and the planet, while building trust in capital markets.

Enabled by data, AI and advanced technology, EY teams help clients shape the future with confidence and develop answers for the most pressing issues of today and tomorrow.

EY teams work across a full spectrum of services in assurance, consulting, tax, strategy and transactions. Fueled by sector insights, a globally connected, multi-disciplinary network and diverse ecosystem partners, EY teams can provide services in more than 150 countries and territories.

At EY, we use artificial intelligence (AI) tools as one element of our recruitment process to enhance efficiency and improve the candidate experience. While AI supports us in our process, human judgment and decision-making remain integral in our candidate experience. We are committed to the responsible use of AI, and our practices are continuously reviewed and refined to ensure they align with ethical principles and regulatory requirements.

To all recruitment agencies: EY does not accept unsolicited resumes from recruitment agencies. Any resumes submitted without a prior agreement or request from our hiring team will not be considered. EY is not responsible for any fees related to unsolicited resumes.