EY Senior Consultant - Credit Risk Consulting Banking 

Kazakhstan, Almaty 

148798698

You will be responsible for collecting, analyzing, and validating data to support the development and validation of various credit risk models, including PD, LGD, and CCF. This will involve working with internal client data as well as external sources.
You will design, develop, and implement credit risk assessment models for various segments of our client bank portfolios, ensuring their accuracy and alignment with regulatory requirements.
You will stay abreast of regulatory changes and best practices related to credit risk modeling, including those from central banks in Central Asia and Caucasus, the ECB, and IFRS.
: You will prepare and present clear and concise reports summarizing project findings and recommendations. You will also coordinate closely with our banking clients to ensure their satisfaction.
You will participate in research and development of machine learning models to enhance various aspects of our banking clients’ businesses, including customer analytics, collateral valuation, and collection process optimization.
Bachelor’s degree in Economics, Finance, Mathematics, or a related field.
Strong analytical skills with a deep understanding of statistics, econometrics, and probability theory.
Minimum 2 years of experience in developing and/or validating credit risk models within a banking or consulting environment.
Proven ability to work with large data sets and perform data analysis.
Proficiency in Python, R, and SQL. Advanced MS Excel and PowerPoint skills are also essential.A highly motivated, proactive, and critical thinker who is eager to learn and grow.
English proficiency at an Upper-Intermediate level or above.
FRM, PRM, or CFA certification.We offer ample opportunities for continuous learning and development in the areas of data analytics and machine learning.