EY Manager Quantitative Analytics - Financial Services Risk Management FSRM 

Pakistan, Sindh, Karachi 

946810217

Manager Quantitative Analytics – Financial Services Risk Management (FSRM)

Languages:English (Mandatory), Arabic (Preferred)

Experience:6–9 years

Banking, Insurance, and Financial Institutions

Job Summary

You will work alongside experienced risk and regulatory professionals to build advanced analytical solutions — fromfor early warning systems to— while progressively developing domain expertise across credit, operational, and market risk.

Quantitative Modelling & Advanced Analytics

• Design and implement predictive and classification models using machine learning and statistical methods .
• Apply advanced algorithms (regression, decision trees, ensemble methods, clustering, NLP, anomaly detection) to solve client problems in credit scoring , fraud detection , and portfolio analytics .
• Build and automate data pipelines for model training, testing, and validation using Python, R, SQL, or equivalent .
• Translate analytical results into business insights and communicate findings to non-technical audiences.

Risk Analytics and Domain Application

• Support development and validation of credit risk models (PD, LGD, EAD) and IFRS 9 impairment frameworks.
• Assist in implementing model monitoring, calibration, and governance processes.
• Participate in projects focused on fraud risk analytics, transaction monitoring, and behavioral modelling.
• Contribute to data-driven operational and market risk initiatives, including stress testing and scenario modelling.

Client Delivery and Collaboration

• Work with senior managers and directors to deliver analytics-driven risk solutions for leading banks and regulators.
• Collaborate across EY teams (Risk, Technology, and Data) to develop innovative digital risk offerings.
• Document methodologies, validation results, and technical processes in line with EY quality standards.

Innovation & Research

• Experiment with AI/ML techniques such as deep learning, graph analytics, and generative AI in risk-modelling contexts.
• Support development of EY’s proprietary risk analytics tools and accelerators.
• Stay abreast of emerging trends in AI ethics, explainability, and regulatory expectations for model governance.

Skills and Attributes for Success

• Strong quantitative foundation in statistics, econometrics, or applied mathematics .
• Proficiency in Python (scikit-learn, pandas, TensorFlow, PyTorch), R , or SAS .
• Strong understanding of data structures, feature engineering, and model evaluation metrics (ROC, AUC, KS, precision/recall, etc.).
• Excellent analytical reasoning and ability to convert complex data problems into clear solutions.
• Curiosity to learn financial-risk domains (Basel, IFRS 9, ICAAP) and apply technical models to real-world risk problems.
• Effective communicator who can bridge technical and business audiences.

To Qualify for the Role, You Must Have

• Master’s degree (or higher) in Statistics, Mathematics, Data Science, Computer Science, Quantitative Finance , or a related discipline.
• 6–9 years of relevant experience in data science, analytics, or quantitative risk modelling.
• Hands-on programming and model-building experience (not just model use).
• Exposure to banking or financial-services data.

• Prior experience in consulting or financial institutions’ analytics teams.
• Familiarity with Basel III/IV , IFRS 9 , or credit/fraud risk frameworks .
• Experience using cloud-based analytics environments (Azure ML, AWS SageMaker, GCP AI Platform).
• Certification such as FRM , CFA , or a recognized data-science credential .