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 activities
- Analyze derivatives, securities, pricing and valuation adjustments
- Support FRTB, SA-CCR and potential future exposure work
- Use Python and SQL to analyze data
- Prepare clear,



client-ready findings while managing deadlines

Requirements:

- Master’s degree or PhD in a related field
- Two to four years of relevant financial risk experience
- Strong statistical, numerical and analytical skills
- Knowledge of derivatives pricing, market risk or model validation
- Ability to communicate technical findings clearly

Build EY client solutions through market risk analysis, quantitative modelling, Python, SQL and explicit stakeholder communication in Toronto.

📌 Senior Market Risk Consultant Toronto
🏢 EY
📍 Toronto