As part of the Financial Services Risk Management (FSRM) practice you will provide a well-integrated broad array of risk management services to financial institutions with a focus on quantitative credit risk- related service offerings.
Your Key Responsibilities
As a Senior Consultant in the FSRM team, you will be leading or supporting EY services in the market through business development, project planning and high-quality project execution. You will be working on projects relating to:
- Development and validation of credit risk models in Retail/ Commercial/ Corporate banking
- Development of innovative risk models using artificial intelligence, machine learning and deep learning techniques and alternative data for various segments
- Data analytics for risk domains
- Implementation of credit risk management technology applications and credit risk data management, including understanding of vendor offerings
- Development of visualization tools and dashboards for risk domains
Skills and Attributes for Success
- Deep understanding of modeling techniques and practical experience in credit risk models such as PD, LGD, EAD or ECL models or models to tackle business-related challenges
- Strong quantitative and modeling skills incl. artificial intelligence and machine learning techniques
- Practical experience in languages such as Python, R, VBA, SAS, Tableau, Power BI or SQL
- Strong interpersonal and teaming skills
- Effective leadership, project management and teamwork skills
- Strong presentation skills and proficiency in the use of PowerPoint, Word and Excel
To qualify for the role, you must have
- Minimum 3 years relevant work experience in quantitative credit risk, part of which in a consulting firm
- Graduate degree in Computational Finance, Mathematics, Statistics, Physics or equivalent preferred
- Industry related certification is a plus (e.g., FRM, CPA/ CA, CFA)
What we offer
- 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.
Apply now.
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