The practice focusses on financial services across banking, insurance, and corporate treasuries.
Your key responsibilities
The successful applicant will help develop and lead a team which can offer our clients advice and hands-on assistance with issues such as:
- Development and validation of credit risk models (PD, LGD, EAD, ECL) under IFRS 9
- Credit impairment assessment and due diligence reviews
- Development and validation of Basel internal rating-based models
- Designing and reviewing credit risk decisioning and pricing models
- Building predictive models, ML algorithms and advanced analytics solutions for clients
- Creating visualisations of data and generating in-depth insights
- Developing thought leadership material on relevant industry topics
Client responsibilities
- Participate in and as required, lead FSRM client engagements
- Develop long-term, sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiatives
- Develop client solutions based on a deep understanding and knowledge of clients’ business needs
- Develop informed views for clients on the implications of current and anticipated industry issues
- Generate new business sales through proactively managing key accounts, identifying new client opportunities, and playing a significant role in developing and driving sales campaigns/solutions
People responsibilities
- Live the EY values
- Act as a thought leader in the field of credit risk
- Lead engagement teams and accounts
- Develop people through effectively supervising, coaching and mentoring all junior levels of staff
- Provide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunities
- Conduct performance reviews and contribute to performance feedback for junior levels of staff
- Contribute to people initiatives including recruiting, retaining and training FS Risk professionals
- Maintain an educational program to continually develop your own personal skills
Qualifications and experience required
- Relevant Masters (MComm / MSc /MPhil) or Honours degree in quantitative field like computer science, engineering, actuarial, statistics, mathematics, or related field
- Professional qualification (CFA / FRM / PRM / FIA / FASSA/CERA) a plus
- Sound understanding of quantitative methods and the application of these to financial risk management
- Advanced knowledge of statistical and machine learning techniques (e.g. regression, decision trees, clustering, neural networks, etc.)
- 5 to 8 years relevant working experience
Other skills and attributes for success
- Strong analytical skills and statistical aptitude in a modelling environment
- Proficient in MS Office
- Knowledge of SAS programming is preferable
- Experience in the development, review and validation of credit risk models (PD, LGD, EAD, ECL) under IFRS 9 and Basel internal rating-based models is a plus
- Innovative, creative thinking and problem-solving skills
- Robust project management skills
- Solid presentation skills and confidence to be client-facing
- Effective time management
- Strong writing skills
- Initiative and enthusiasm
- People skills
- Ability to work under pressure
- Flexibility to accept change and adapt
What working at EY offers
- Work for a globally integrated firm of actuarial and quantitative professionals across more than 150 countries, enabling optimised and consistent views across the globe.
- Work with and have access to industry experts, whilst gaining exposure across multiple engagements and clients in the financial services sector.
- Develop both your technical expertise and other skills such as project and stakeholder management.
- Further your continuous professional development through our in-house learning platforms as well as our external learning FS Risk study policy.
- Work in a company culture that values diversity and inclusiveness, flexibility, employee wellness and corporate social responsibility.
- Receive ongoing mentoring, support and guidance to optimise your professional growth and progress your career at EY.