咨询 金融风险量化及人工智能业务

到岗时间：1个月之内 婚况要求：不限婚况 We are looking for a few candidates to fill in the positions of Advanced Analytics Services (AAS) group in Beijing and Shanghai. We are interested in competent candidates who want to further develop their quantitative and artificial intelligence (AI) skills. The requirement for a qualified candidates are: 1. Master or Ph.D. degree in a quantitative field such as Mathematics Statistics Mathematical Finance and artificial intelligence related; 2. Solid background in mathematical finance or machine learning; indepth knowledge of probability theory stochastic processes optimization theory and numerical analysis is a plus; 3. Handon experience with at least one of the programming languages such as VBA R Python Java C and Matlab; knowledge of MapReduce Spark Caffe TensorFlow or Nervana Neo is a plus; 3. Fluency in written and spoken Mandarin English ideally; 4. Excellent communication and interpersonal skills; 5. Proficiency with MS Excel and Word is a must. Who we are Ernst Youngs Advanced Analytics Services (AAS) professionals have assisted a variety of financial services institutions to improve quantitative processes by providing objective advices and services that are tailored to their needs instill confidence in the models and methodologies deployed and help execute sustainable improvements. Differentiated by our ability to leverage sophisticated quantitative skills artificial intelligence capabilities practical marketplace experience and global resources we have a deep knowledge of risk measurement and valuation modeling techniques and the technologies used to apply these within an effective infrastructure. What we do 1. Derivatives valuation and benchmarking We provide assurance and advisory services that assist in improving audit quality and financial statement reliability through a thorough review of derivative valuations pricing and risk measurement as well as the associated processes and methodologies. Because we have independently revalued thousands of derivative transactions we leverage leading practices and provide market insight that helps improve valuation risk measurement and risk control methods. 2. Artificial intelligence modelling With the extensive handson experiences in the financial industry over a decade we understand the business no less than the financial institutions do. Due to the increasing needs of artificial intelligence from the business we leverage our indepth quantitative techniques to provide practical solutions based on machine learning models for business applications. Our service covers problem identification data acquisition data exploration and visualization as well as experimenting with machine learning algorithms to support institutions in making effective decisions. Additionally our team works collaboratively to develop and deploy machine learning strategies across a variety of asset classes in both domestic and overseas markets to meet business needs. 3. Model review and validation As the complexity of financial markets and products increased so has the reliance on financial models. Today models are widely used across a broad range of valuation and risk measurement processes and have become a critical tool for management decisionmaking and external reporting. Additionally regulators and shareholders are looking for greater disclosure regarding the models utilized including their assumptions and inputs. Our AAS team has handson industry experience strong technical skill and a thorough understanding of supervisory shareholder and business stakeholder expectations. We have conducted model reviews and performed validation services for a wide variety of leading thirdparty and proprietary models covering market risk credit risk operational risk economic capital pricing valuation and capital reserves. 4. Model development and implementation We recognize that not all institutions have the time skill or resources to develop valuation and risk models. Ernst Youngs AAS professionals leverage their model development and implementation experience solid quantitative skills and indepth knowledge of interest rate and credit derivatives products structured finance products and capital markets to assist institutions that are unable to tackle these projects inhouse. Our model development and implementation services cover a wide range of products in banking insurance and asset management and use a variety of standard programming languages such as C C C and VBA. 5. Valuation and risk system implementation Our services include defining business requirements developing technical specifications requests for information (RFIs) and requests for proposals (RFPs) evaluating and selecting systems assisting in customization and implementation mapping and converting data benchmarking models and data writing reports and testing development and execution.