EY Manager Quantitative Banking Books practice 

India, Karnataka, Bengaluru 

467244845

Key Responsibilities

• 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, analyze and concur with tasks completed by junior staff.

Qualifications, Certifications and Education
Must-have:

• Postgraduate (masters in accounting, finance, economics or a related field) with at least 7-10 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, including remediation, manipulation, and consolidation.
• Strong background in Basel regulatory requirements within model development/validation domain
• End-to-end understanding of model development/validation of Commercial Lending, Fair Lending, Treasury PPNR, Treasury ALM models, AML / Fraud models or
• Strong knowledge in regulatory modelling with model development/validation experience. Prior experience on ECB/PRA/HKMA/Regulators following IRB regulations is desirable
• Understanding of PD, LGD, EAD modelling with expertise in PD or LGD or EAD modelling
• 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, Fractional Response, Decision Tree
• Strong technical skills, highly proficient SAS with preference for SAS Certified Professionals (Advanced SAS w SAS SQL, macros), Advanced Python (Pandas, Numpy, ScikitLearn, Object Oriented Programming, Parallel Processing), Excel

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
• Proficiency in Java/C++
• Experience in Data/Business Intelligence (BI) Reporting

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