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EY FSRM Quant Senior 
Poland, Masovian Voivodeship, Zgorzała 
692177646

21.07.2024

FSRM Quant Senior

Hybrid model: 2 days office/3 days remote

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.