EY FS-RISK CONSULTING-FSRM - QBB-CLIMATE RISK MODELING-SENIOR 

India, Karnataka, Bengaluru 

671760373

Key Responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products, in particular lending products
• 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, analyse and concur with tasks completed by junior staff
• Flexibility to work across projects involving model audits, validation and development activities

Qualifications, Certifications and Education
Must-have:

• Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 3 years of related work experience
• Complete end-to-end understanding of climate risk models for credit underwriting, ECL and stress testing
• Understanding of climate risk related requirements published by regional regulators like FED, EBA, BNM, APRA, MAS and other regulators
• Knowledge of Credit Risk and Risk Analytics techniques is desirable.
• Should have hands on experience in data preparation, manipulation and consolidation.
• 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
• Should be able to take initiative and work independently with minimal supervision, if required
• Strong technical skills, highly proficient in Advanced Python (Pandas, Scikit Learn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel

Good-to-have:

• Certifications such as FRM, CFA, PRM, SCR
• Experience in Data/Business Intelligence (BI) Reporting
• Good to have knowledge in Machine Learning models and its applications.
• Willingness to travel to meet client needs
• Previous project management experience

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.