Faas Quants Manager jobs at Ey in Zimbabwe, Harare

Your key responsibilities:

• Collaborate with the Senior Manager and the Partner to execute a FAAS strategy that satisfies high client expectations, support the planning, execution and delivery of the engagements
• Contribute actively in the FAAS engagement team to understand and respond to the client's needs and expectations and develop a client-focused, clear, accurate and well-presented work product
• Ensure work is delivered in a timely manner and in compliance with EY high standard requirements
• Work with other service lines and subject matter experts in providing an integrated service delivery across functions in an international team to meet the client high expectations.
• Identify and communicate relevant trends, developments and key performance drivers relevant to the client and its industry.
• Assist in developing new opportunities related to new FAAS projects and relationships.

Skills And Attributes for Success

• Strong analytical, problem solving and critical thinking skills
• Willingness to learn and continuously expand technical and business skills
• Ability to understand, produce and communicate complex/technical ideas to a non-technical audience
• Sound business, client, team and personal leadership skills including verbal communication and presentation skills
• Excellent interpersonal skills and ability to work effectively within a team
• Solid project management skills
• Team management skills
• Willingness and ability to travel and work abroad for international projects

To qualify for the role, you must have

• Excellent academic background, including a Bachelor and a Master’s in Mathematics, Statistics, , Financial Engineering, Financial Mathematics, Actuarial Science, Operational Research, Econometrics, Data Science, Economics, Finance, Risk Management or other related field with strong quantitative focus. Ph.D. will be considered an asset.

• A professional qualification in PRM, FRM, ERM, CQF, Actuarial Qualification or progression towards attainment of the same.
• At least 3-5 years’ experience in risk management

Professional experience with focus on one or more of the following:

• Quantitative techniques and analytics in various areas within credit risk
• Model development, validation and implementation across credit risk quantification purposes (i.e. PD/LGD/CCF estimation, decision-making, stress testing)
• Knowledge of credit risk related regulatory requirements (e.g. IFRS 9, IRB, Stress Testing, Early Warning, Climate and ESG risk incorporation in Credit Risk)
• Knowledge of risk-related regulatory landscape and requirements
• Basel II/III implementation.
• Data management, mining, cleansing and visualization with application on credit risk data
• Strong skills in programming and quantitative analysis packages (e.g., Python, R, SAS, SPSS) or/and data management (e.g., SQL)
• Credit policies and processes, credit risk data and related financial institutions’ internal and external requirements.
• Experience in the design and implementation of credit risk model related frameworks (model lifecycle management, development, validation, implementation).

Ideally, you’ll also have

• Experience in data analysis, data quality, data automation and data management including familiarity with Big Data technologies
• Solid understanding of advanced statistical, Artificial Intelligence and Machine Learning techniques for classification, clustering and forecasting and hands-on experience using programming languages such as Python
• Experience in working on cloud technologies (e.g., MS Azure, Databricks)
• Experience in the design and implementation of credit risk model related frameworks (model lifecycle management, development, validation, deployment)
• Understanding of the credit lifecycle and credit processes (origination, approval, monitoring, workout, and collections)
• Knowledge of climate and other environmental, social and governance risks and their incorporation into credit decisioning and stress testing