EY RC - FSRM Credit Risk Manager 

India, Kerala, Thiruvananthapuram 

172569533

Key Responsibilities

• Lead a team of 5-6 Senior consultants, analysts for engagement execution and delivery. You will also spend teaming up with industry professionals to develop and deliver a wide range of risk management strategies and solutions
• Showcase exceptional project management abilities and foster a collaborative environment and accountability among team members on engagements
• Demonstrate deep technical expertise and industry knowledge, particularly in financial products with a focus on lending solutions.
• Design, assessment, and benchmarking of financial risk management policies, frameworks, methodologies covering a range of risk domains such as credit risk, market risk, operational risk, liquidity risk, climate risk, and integrated risk topics viz., capital adequacy and stress testing measurement methodologies in financial institutions (FI)
• Stay abreast of market trends and challenges in the financial services sector to understand client needs and industry dynamics
• Understand EY and its service lines and actively assess what the firm can deliver to serve clients
• Monitor project progress, manage risks, and effectively communicate status, issues, and priorities to key stakeholders to ensure successful outcomes.
• Review, analyze, and validate the work completed by junior team members to ensure accuracy and quality
• Adapt to projects involving model audits, validation, and development, demonstrating flexibility and domain knowledge

Must-have:

• Graduate or Master’s degree in a technical or quantitative discipline such as Engineering, Mathematics, Statistics, Physics or equivalent with a minimum of 6 years of relevant experience
• Excellent analytical and problem-solving expertise
• Solid foundation in statistics and econometrics.
• In-depth knowledge of Credit risk model development, validation, audit and/or implementation of the banking book portfolio
• Solid understanding of Risk analytics methodologies.
• Advanced technical skills, with proficiency in Python, SAS, SQL, R, and Excel.
• Excellent Oral and written communication and presentation skills
• Strong documentation skills, with the ability to quickly grasp complex concepts and present them clearly in documents or presentations.
• Strong multi-tasking skills with demonstrated ability to manage expectations and deliver high quality results under tight deadlines and minimal supervision.

Preferred:

• Professional certifications such as FRM, CFA, PRM, or SCR.
• Knowledge of regulatory modeling (BASEL, CCAR, IFRS9) is preferred
• Exposure to regulatory stress testing processes around credit risk & ICAAP
• Experience in climatic risk space preferably in the areas of stress testing /scenario designing
• Exposure to Interest Rate Risk in Banking Book (IRRBB)
• Experience in data/business intelligence (BI) reporting.
• Familiarity with machine learning models and their practical applications.
• Prior project management experience
• Willingness to travel for client engagements

As a global leader in assurance, tax, transaction, and consulting services, we’re using the finance products, expertise and systems we’ve developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities, and creative freedom to make things better.

You get to work with inspiring and meaningful projects. Our focus is education and coaching alongside practical experience to ensure your personal development. We value our employees, and you will be able to control your own development with an individual progression plan. You will quickly grow into a responsible role with challenging and stimulating assignments. Moreover, you will be part of an interdisciplinary environment that emphasizes high quality and knowledge exchange. Plus, we offer:

• Support, coaching and feedback from some of the most engaging colleagues around
• Opportunities to develop new skills and progress your career.
• The freedom and flexibility to handle your role in a way that’s right for you.

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.