Fs-Risk Consulting-Fsrm-Qbb-Manager
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Job Location:
Monthly Salary:
Posted on:
2 days ago
Vacancies:
1 Vacancy
Job Summary
At EY were all in to shape your future with confidence.
Well help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go.
Join EY and help to build a better working world.
Advisory Services Financial Services Office Financial Services Risk Management (FSRM) Credit Risk Manager
Description
EYs Financial Services Office (FSO) is a unique industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants including commercial banks investment banks broker-dealers asset managers (traditional and alternative) insurance and energy trading companies and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market credit and operational risk management regulatory advisory quantitative advisory structured finance transaction actuarial advisory technology enablement risk and security program advisory and process & controls.
Within EYs FSO Advisory Practice the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify measure manage and monitor the market (trading book) credit (banking book) operational and regulatory risks associated with their trading asset-liability management capital management and other capital markets activities.
Within FSRM the Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations.
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 by staying abreast of current business and industry trends relevant to the clients business
- Monitor progress manage risk and effectively communicate with key stakeholders regarding status issues and key priorities to achieve expected outcomes
- Play an active role in mentoring junior consultants within the organization
- Required to review analyze and concur with tasks completed by junior staff.
Qualifications Certifications and Education
Must-have:
- Postgraduate (masters in accounting finance economics or a related field) with at least 7-10 years of related work experience
- Complete end-to-end understanding of credit risk model development validation and implementation for the banking book portfolio
- Knowledge of Credit Risk and Risk Analytics techniques is desirable
- Should have hands on experience in data preparation including remediation manipulation and consolidation
- Strong background in Basel regulatory requirements within model development/validation domain
- Strong knowledge in regulatory modelling with model development/validation experience. Prior experience on ECB/PRA/HKMA/FED/OSFI following IRB IFRS9/Stress Testing/DFAST CCAR/CECL PPNR regulations is required
- Understanding of PD LGD EAD modelling with expertise in PD or LGD or EAD modelling
- Experience in AI/ML on Credit Risk Climate Risk Fair Lending Credit Risk Model Monitoring Commercial Lending Fair Lending Treasury Model Treasury ALM AML / Fraud Model will be preferred
- Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document
- Strong background in statistics and econometrics. Specially - Logistic regression Linear regression Fractional Response Decision Tree
- Strong technical skills highly proficient SAS with preference for SAS Certified Professionals (Advanced SAS w SAS SQL macros) Advanced Python (Pandas Numpy ScikitLearn Object Oriented Programming Parallel Processing) Excel
Good-to-have:
- Certifications such as FRM CFA PRM SCR RAI
- Good to have knowledge in Machine Learning models and its applications.
- Willingness to travel to meet client needs
- Previous project management experience
- Proficiency in Java/CExperience in Data/Business Intelligence (BI) Reporting
EY Building a better working world
EY is building a better working world by creating new value for clients people society and the planet while building trust in capital markets.
Enabled by data AI and advanced technology EY teams help clients shape the future with confidence and develop answers for the most pressing issues of today and tomorrow.
EY teams work across a full spectrum of services in assurance consulting tax strategy and transactions. Fueled by sector insights a globally connected multi-disciplinary network and diverse ecosystem partners EY teams can provide services in more than 150 countries and territories.
Required Experience:
Manager
Key Skills
- Arm
- Risk Management
- Financial Services
- Cybersecurity
- COSO
- PCI
- Root cause Analysis
- COBIT
- NIST Standards
- SOX
- Information Security
- RMF
About Company
Bij EY Studio+ creëren we transformatieve ervaringen die mensen in beweging brengen en markten vormgeven. We combineren design, technologie en commercieel inzicht, aangevuld met EY.ai, een verenigend platform en aangedreven door ons volledige spectrum van diensten.
