Senior Consultant Credit Risk Modelling Montreal

The opportunity

EYs Financial Services Risk Management (FSRM) practice is an advisory unit that provides risk management support to banks insurance companies and asset managers. Our team includes individuals who have a combination of qualitative quantitative regulatory and programming skills. We are seeking a Senior Consultant with modelling experience acquired in the banking industry or in consulting services to join our team. This position is available either in Toronto or Montreal in latter case they must be able to work in English and French.

This job posting relates to an existing vacancy within our organization.

Your key responsibilities

As aSeniorConsultantin the FSRMteam you will beleading or supporting EY services in the market throughbusiness developmentengagementplanningand your strong technicalexpertise you will offer professional advice to clients across a broad spectrum of will be working onengagementsrelating to:

• Development and validation of credit risk models ( IFRS 9stress testing)based onindustry best practices and regulatory requirements
• Design optimizationand implementation ofcapitalmanagementframeworks and lendingstrategies(ICAAP risk appetite limits lending processes)
• Participate in risk transformation programs related to regulatory changes or merger-acquisitions (climate risk frameworks OSFI applications resolution of regulatory findings)

Youwill betakingpart in EY educational programsto continuously develop skillsanddeveloping andmaintainingproductive relationships with clients.

Skills and attributes for success

• Practical experience inmodeling techniquesapplicable tocredit risk models such as PD LGD EAD or ECL models
• Strong quantitative skills in dataanalyticsand modellingincl. artificial intelligence and machine learning techniques
• Good knowledge of the banking industry andtheir risk management regulatory framework
• Strong communication presentation and technical writing skills to describe ideas concepts and issues that involve interpretation analysis and assessment of complex conceptual topicsand proficiency in the use of PowerPoint Word and Excel
• Willingness to work in team both virtually and onsite and ability to travel across Canada to meet with clients (rare)

To qualify for theroleyou must have

• Minimum 2years of relevant experiencewithin a credit risk model developmentor model validation team at a major financial institutionorin aconsultingfirm
• Strong academic background with aMastersdegree inquantitativefieldsuch asFinance EconomicsMathematics Statistics orEngineering(equivalent education and/or experience may also be considered)
• Significantexperienceand proven ability to program in pertinent languages such as Excel SAS SQL R andPython.
• Knowledge of credit risk regulatory requirements (Basel II BaselIIIandpost-crisis regulatory reforms) and accounting standards (IFRS 9)
• Knowledge or experience of credit risk modelsand methodologies: measurement methodologies (PDLGDand EAD) retail credit risk scorecards and wholesale rating models

Ideally youll also

• Consulting stress testing or regulatory experience or accounting/control function experience
• Experience in a capital management (ICAAPregulatory capital economic capital etc.)isconsidered an asset
• Self startingattitude an ability to think out of the box andbedriven by new challenges

What we look for

Ifyourea natural leader with a talent for answering and communicating complex client problemswereinterested in to be great at influencing people ready to listen and confident in challenging the status quo. If you have a genuine passion for helping businesses address their most pressing problems this role is for you.

What we offer

When you thrive we thrive. The EY benefits package goes above and beyond focusing on your physical emotional financial and social well-being:

• $5000 per year for mental health support benefits
• Wellbeing benefit of $1200/year

Explore how a career at EY is yours to build at how when and where you can work at you ready to shape your future with confidence Apply today.

To help create the best experience during the recruitment process please describe any accommodations you may need.

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