Lead quantitative financial risk engagements at EY, combining model development, validation, and explicit 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 Ph D 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
Strong 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)
🏢 Anonymous
📍 Toronto