Senior Consultant Quantitative Advisory Services

EY is seeking a highly motivated Senior Consultant to join its Quantitative Advisory Services (QAS) team based in Amsterdam. The team focuses on helping financial institutions solve complex financial services risk management issues, driving business efficiencies, and managing risk within client portfolios. Daily responsibilities include developing and validating financial risk models, implementing risk governance frameworks, and supporting major risk transformations, with an emerging focus on GenAI and ESG integration. The quantitative methods utilized span credit risk (IRB, IFRS 9), market risk (IRRBB, Liquidity, FRTB), financial crime modeling, ESG modeling, and derivative pricing. The role requires a strong academic background (Master's or PhD) in a quantitative field such as Econometrics, Mathematics, Statistics, or Data Science, combined with at least 3 years of financial services experience. The ideal candidate possesses hands-on programming experience in languages including Python, R, VBA, Java, C++, SQL, Matlab, or .NET, alongside familiarity with AI/ML techniques.