Lead quantitative financial risk engagements at EY, combining model development, validation, and clear communication with senior stakeholders. Guide multidisciplinary teams across complex financial risks.

As a Manager in EY’s Financial Services Risk Management practice, you will advise banks, pension funds, insurers, credit unions, and asset managers. Your work spans capital markets, market risk, treasury risk, valuation, market data, and counterparty credit risk. You will translate quantitative methods into practical client solutions.

Key Responsibilities: Lead quantitative analysis, model development, validation, and proofs of concept

Advise clients on capital markets, treasury, valuation, and counterparty risks

Integrate business, risk, finance, data, and technology considerations

Shape proposals, transformation roadmaps,



delivery, and commercial outcomes

Coach multidisciplinary teams while maintaining quality and project standards

Requirements: Master’s degree or PhD in a relevant quantitative discipline

Four to eight years of financial risk management experience

Deep expertise in at least one relevant risk domain

Knowledge of regulatory, data, control, and audit requirements

Solid communication, stakeholder management, commercial judgment, and leadership capabilities

Bring quantitative expertise, practical judgment, and team leadership to EY’s capital markets risk advisory engagements.

📌 Capital Markets Risk Manager (Toronto)
🏢 EY
📍 Toronto