Commodities Quantitative & Commercial Advisory - Senior Manager

Ernst & Young Global Ltd

Houston, Texas, US
Base: $146,700 to $335,100 (us); base: $176,000 to...
On-site
8+ years related work experience
4+ years people or project management
Strong r or python programming skills
The role involves leading quantitative financial models for commodity contracts using market factor simulation and stochastic methods

Job Summary

  • The role involves leading quantitative financial models for commodity contracts using market factor simulation and stochastic methods.
  • Candidates will manage project metrics, resourcing, and billing while maintaining relationships with senior client leadership.
  • The position offers a comprehensive compensation package including medical coverage, pension plans, and flexible vacation policies.

Matching Summary

The role involves leading quantitative financial models for commodity contracts using market factor simulation and stochastic methods.

Salary

Base: $146,700 to $335,100 (US); Base: $176,000 to $380,800 (NYC/CA/WA); Benefits: Medical, dental, pension, 401(k)

Skills & Requirements

Must-have

  • 8+ years related work experience
  • 4+ years people or project management
  • Strong R or Python programming skills
  • Derivatives pricing models knowledge
  • Commodity market factor simulation techniques

Nice-to-have

  • Stochastic and numerical methods expertise
  • Proprietary valuation model development
  • Mentoring junior consultants
  • Business development activities
  • Flexible solution-oriented mindset

Key Requirements

  • Bachelor's degree in quantitative discipline
  • Certification within 2 years of hiring
  • Strong Microsoft Excel skills
  • Ability to travel occasionally

Work Rights

Not specified

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