Credit Risk (Financial Services) Senior ConsultantConsultant, Business Consulting

At EY youll have the chance to build a career as unique as you are with the global scale support inclusive culture and technology to become the best version of you. And were counting on your unique voice and perspective to help EY become even better too. Join us and build an exceptional experience for yourself and a better working world for all.

We are the only professional services organisation who has a separate business dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups includingasset management banking and capital marketsinsuranceandprivate equity we provide integrated consultingassurancetax andtransactionservices.

The Opportunity
As part of the Financial Services Risk Management (FSRM) practice you will provide a well-integrated broad array of risk management services to financial institutions with a focus on quantitative credit risk- related service offerings.

Your Key Responsibilities

As a Senior Consultant in the FSRM team you will be leading or supporting EYservices in the market through business development project planning and high-quality project execution. You will be working on projects relating to:

• Development and validation of credit risk models in Retail/ Commercial/ Corporate banking
• Development of innovative risk models using artificial intelligence machine learning and deep learning techniques and alternative data for various segments
• Data analytics for risk domains
• Implementation of credit risk management technology applications and credit risk data management including understanding of vendor offerings
• Development of visualization tools and dashboards for risk domains
  

Skills and Attributes for Success

• Deep understanding of modeling techniques and practical experience in credit risk models such as PD LGD EAD or ECL models or models to tackle business-related challenges
• Strong quantitative and modeling skills incl. artificial intelligence and machine learning techniques
• Practical experience in languages such as Python R VBA SAS Tableau Power BI or SQL
• Strong interpersonal and teaming skills
• Effective leadership project management and teamwork skills
• Strong presentation skills and proficiency in the use of PowerPoint Word and Excel
  

To qualify for the role you must have

• Minimum 3years relevant work experience in quantitative credit risk part of which in a consulting firm
• Graduate degree inComputational Finance Mathematics Statistics Physics or equivalent preferred
• Industry related certification is a plus (e.g. FRM CPA/ CA CFA)
• Experience in:
• IRB Model Development and / or validation (Wholesale or Retail)
• ECL / IFRS9 Model Development and / or validation (Wholesale or Retail)
• Credit Risk Model Development
• Credit Risk Model Validation
• Credit Risk Stress Testing
• ICAAP
• Economics Models
• Credit Risk Appetite
• PD Model / LGD Model / EAD Model
  

What we look for

Highly motivated individuals with excellent problem-solving skills and the ability to prioritize shifting workloads in a rapidly changing industry. An effective communicator youll be a confident team player that collaborates with people from various teams while looking to develop your career in a dynamic organization

What we offer

• Continuous learning:Youll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you:Well provide the tools and flexibility so you can make a meaningful impact your way.
• Transformative leadership:Well give you the insights coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture:Youll be embraced for who you are and empowered to use your voice to help others find theirs.
  

If you can demonstrate that you meet the criteria above please contact us as soon as possible.
The exceptional EY experience. Its yours to build.

Apply now.

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