EY FS-RC-FSRM - QBB-IFRS9-MANAGER 

India, Karnataka, Bengaluru 

463008174

Key Responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services
• Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business
• Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
• Play an active role in mentoring junior consultants within the organization
• Required to review, analyze and concur with tasks completed by junior staff.

Must-have:

• Postgraduate (masters in accounting, finance, economics or a related field) with at least 8-10 years of related work experience
• Complete, end-to-end understanding of credit risk model development, validation and implementation for the banking book portfolio.
• Knowledge of Credit Risk and Risk Analytics techniques is desirable.
• Should have hands on experience in data preparation and consolidation.
• Strong background in either one or all of the regulatory requirements within the model development/validation domain such as – Basel, CCAR, ALLL, IFRS9 and CECL
• Expertise in IRB PD, LGD, EAD and BAU models such as acquisition, behavior scores.
• Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document.
• Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression.
• Strong technical skills, highly proficient SAS, SQL, R excel skills.

Good-to-have:

• Certifications such as FRM, CFA, PRM
• People with exposure to working in UK banks
• Good to have knowledge in Machine Learning models and its applications.
• Willingness to travel to meet client needs
• Previous project management experience

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