EY Senior - Quantitative Banking Books Financial Services Risk Management 

India, Uttar Pradesh 

222223855

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

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.