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EY Senior - Quantitative Banking Books Financial Services Risk Management 
India, Uttar Pradesh 
222223855

17.07.2024


Key Responsibilities

  • Demonstrate deep technical capabilities and industry knowledge of financial products
  • 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 client's 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.

Must-have:

  • Postgraduate (masters in accounting, finance, economics or a related field) with at least 3 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 and consolidation.
  • Strong background in Basel regulatory requirements within model development/validation domain
  • Expertise in PD, LGD, EAD models
  • 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.
  • Strong technical skills, highly proficient SAS (Advanced SAS w SAS SQL, macros), SQL, R excel skills (SAS Certification preferred)

Good-to-have:

  • Certifications such as FRM, CFA, PRM
  • Good to have knowledge in Machine Learning models and its applications.
  • Willingness to travel to meet client needs
  • Previous project management experience

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