EY Senior Consultant - Financial Risk Services Credit Management 

Poland, Lower Silesian Voivodeship 

404628495

Your key responsibilities

You'll also actively contribute to improving operational efficiency on projects and internal initiatives. In line with Ernst & Young's commitment to quality, you'll consistently drive projects to completion and confirm that work is of a high quality. Your role as part of team(s) - on engagements will depend on the size of the engagement. You'll be expected to anticipate and identify risks, and escalate any issues as appropriate. As a key member of the team, you'll help to create a positive learning culture, work along with your peers and also help them to develop.

Your key responsibilities

• Develop & validate Credit Risk (PD, LGD, EAD & stress testing) models at the transactional and overall portfolio level
• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services
• 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, analyse and concur with tasks completed by junior staff

To qualify for the role, you must have

• Postgraduate (Masters in Engineering/Economics/Mathematics/Statistics) 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 either one or all of the regulatory requirements within the model development/validation domain such as - Basel, CCAR, ALLL, IFRS9 and CECL
• Expertise in IRB PD, LGD, EAD and BAU models such as acquisition, behavioural scorecards
• 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 – especially, logistic regression, linear regression, decision trees
• Strong technical skills, highly proficient SAS, SQL, Python and/or R skills

Ideally, you’ll also have

• Certifications such as FRM, CFA, PRM
• Knowledge in Machine Learning models and their applications
• Experience in development and/or validation of other financial (e.g., operational, climate, market, and liquidity) risk models
• Effective project management and teamwork skills

What we offer

EY Global Delivery Services (GDS) is a dynamic and truly global delivery network. We work across ten locations – Argentina, China, Hungary, India, the Philippines, Poland, Sri Lanka, Mexico, Spain and the United Kingdom – and with teams from all EY service lines, geographies and sectors, playing a vital role in the delivery of the EY growth strategy. From accountants to coders to advisory consultants, we offer a wide variety of fulfilling career opportunities that span all business disciplines. In GDS, you will collaborate with EY teams on exciting projects and work with well-known brands from across the globe. We’ll introduce you to an ever-expanding ecosystem of people, learning, skills and insights that will stay with you throughout your career.

• Continuous learning : You’ll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you : We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership : We’ll give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs.

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.