EY Senior Associate - Credit Risk 

South Africa, Gauteng, Johannesburg 

464546018

Your key technical responsibilities

• The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9
• The design, review and validation of Basel IRB models
• Credit impairment assessment and due diligence reviews
• Creation of data visualisations, generating in-depth insights
• Design and review of credit risk pricing models
• Design and review of economic capital models

Your client and business responsibilities

• Participate in client engagements
• Assist with the build and delivery of client solutions, based on knowledge of clients’ agendas
• Develop informed views for clients on the implications of current and anticipated industry issues
• Assist with new business sales through proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaigns
• Maintain an educational program to continually develop your own personal skills

To qualify for the role, you must have:

• Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree
• Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
• A minimum of 3 – 4 years relevant working experience
• Proficiency in SAS, R or Python

As one of our valued employees in EY, you get to work on inspiring, meaningful and challenging projects. Our focus is education and coaching alongside practical experience to ensure your personal development. At EY we value our employees and you will be able to control your own development with an individual progression plan. You will quickly grow into a responsible role with challenging and stimulating assignments. In addition to these, you will be part of an interdisciplinary environment that encourages high quality and knowledge exchange. Furthermore, we offer excellent working conditions, in a stimulating, inclusive and enjoyable environment. We offer:

• Support, coaching and feedback from some of the most engaging colleagues around
• Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that’s right for you