About the role
Senior
ConsultingOnsite
Key Responsibilities
- At EY, you'll 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.
- Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to deliver a global perspective.
- 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 EY services in the market through business development, project planning and high-quality project execution.
- 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.
Requirements
- 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 3 years relevant work experience in quantitative credit risk, part of which in a consulting firm Graduate degree in Computational 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.
- The exceptional EY experience.