FSRM Quant Senior
Step into a role that redefines the future of financial services. As a Senior Associate in EY FSRM, you'll deliver innovative risk management solutions and drive transformative projects. With your expertise, shape custom strategies, lead with excellence, and nurture a culture of growth. Join us and make a meaningful difference in our clients' success.
Your client responsibilities
- Participate in FSRM engagements
- Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders
- Participate in business development initiatives
- Build strong internal relationships within Ernst & Young Advisory Services and with other services across the organization
Your functional responsibilities
- Develop & validate Credit risk models for using PD, LGD & EAD approach at the transactional and overall portfolio level.
- Monitor the changing regulatory climate to proactively assess industry trends and emerging risk events.
- Develop & validate stress testing models for Credit risk using quantitative and qualitative assumptions in line with the regulatory requirements
- Develop thought papers on Credit risk methodologies incorporating the best practices within EY and across the industry.
Skills and attributes for success
- Proven ability to innovate and provide commercial insights in complex situations,
- Strong quantitative and analytical skills, with an eye for identifying and escalating risks,
- Excellent communication and project management abilities, paired with a collaborative team spirit.
To qualify for the role, you must have
- Master’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.
- 3-5 years or more related work experience.
- Exposure in handling projects in Quantitative Analytics
- Technical skills in one or more: VBA , SQL, SAS, R & Python, Stata
- Strong written and verbal communication skills for report writing and client presentations
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.