FS, RC

About the Role

EY is seeking a highly skilled Generative AI Specialist to join the Financial Services Risk Management (FSRM) group. This role focuses on developing and validating AI models, driving innovation, and enhancing AI capabilities across various domains for leading global financial institutions. The position is within the Quantitative Trading Book (QTB) team, contributing to strategic and functional transformation across risk, treasury, and front-to-back-office functions.

Key Responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products.
• Lead components of large-scale client engagements and/or smaller client engagements while consistently delivering quality client services.
• Understand market trends and demands in the financial services sector and issues faced by clients.
• Manage risk and effectively communicate with key stakeholders regarding status, issues, and key priorities.
• Make decisions, optimize processes, manage resources, and oversee team management for task execution.
• Allocate personnel, supervise team members, assign tasks, and ensure teams have necessary tools and support.
• Optimize and evaluate team performance to meet organizational goals.
• Apply quantitative skills to enhance risk and valuation processes, support regulatory compliance, and develop analytics for clients with capital-markets activities.

Requirements & Tech Stack

• MRM (SR 11-7 experience) / Model Audit / Model governance along with Gen AI / Traditional AI.
• Deep understanding of various neural network architectures, including CNNs, RNNs, transformers, and GANs, and their applications in supervised, unsupervised, and reinforcement learning.
• Proficiency in the development / validation of state-of-the-art generative AI models, including RAG structures.
• Experience with Natural Language Processing (NLP) and Large Language Models (LLMs).
• Skills in data preprocessing, model training, hyperparameter tuning, and evaluation metrics specific to generative tasks.
• Utilize leading AI platforms like OpenAI, Azure GPT, Google Gemini, LLaMA, or Mistral, with proficiency in at least one.
• Conduct comprehensive testing and evaluation of AI models on tasks such as text summarization and content generation.
• Experience in performance testing of AI models, including evaluation for hallucinations, toxicity, bias, robustness, adversarial attacks, and cybersecurity vulnerabilities.
• Knowledge of responsible AI practices, ensuring fairness, transparency, and accountability.
• Ability to learn and apply new concepts, specifically in financial risk management.
• Excellent communication and problem-solving skills.

Qualifications

• Undergraduate (4-year degree) or master’s or Ph.D. in Mathematics, Engineering, Computational Finance, Artificial Intelligence, or a related field with hands-on experience.
• Relevant certifications in AI/RAI from GARP/ Quantitative courses such as CQF.
• Ability to work in a fast-paced environment and support engagements with global financial institutions.
• Willingness to travel based on client needs.

Ideally, You Will Also Have

• Proficiency in Python and ML frameworks such as TensorFlow, PySpark, and PyTorch.
• Knowledge in AutoML tools.
• Knowledge in Auto Kubernetes.
• Experience with cloud-based platforms for building, training, and deploying ML models, such as AWS SageMaker, Azure ML, or Google Cloud AI.
• Experience in writing validation reports as per MRM practices.