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EY Manager - Business Consulting Risk FS CNS FSRM Mumbai 
India, Maharashtra, Mumbai 
522484991

01.12.2024

Req id -

Your key responsibilities:

- Understanding of credit risk model constructs and different credit risk modeling frameworks

- Understanding of the consumption layer of the curated data, ie. Model development for credit risk models, especially AIRB (PD, LGD and EAD models).

- Understanding of variables treatments, exclusions, transformations and data sources

- Ability to work directly with client with no handholding

- Model development experience using Python and SAS

- Ad-hoc data analysis and queries to support questions and process migration

- Help build competencies and develop training programs in credit risk


To qualify for the role you must have:- 6+ years of relevant work experience
- Adegree in engineering, Statistics or Econometrics or a related discipline; M. Stat. preferred
- Knowledgeof SAS, Python and Statistical procedures. Knowledge of automation capabilities in SAS and Python


Skills and attributes :



What we look for:People with the ability to work in a collaborative manner to provide services across multiple client departments while following the commercial and legal requirements. You will need a practical approach to solving issues and complex problems with the ability to deliver insightful and practical solutions. We look for people who are agile, curious, mindful and able to sustain positive energy, while being adaptable and creative in their approach.What we offer:If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.