EY Credit Risk Senior Consultant 

Poland, Masovian Voivodeship, Zgorzała 

658480625

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.

If you can demonstrate that you meet the criteria above, please contact us as soon as possible.

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