EY EY Türkiye - Credit Risk Senior Consultant 

Turkey, Istanbul 

587360693

Together, all in, to build a better working world.

Your key responsibilities

Advise clients on a number of credit risk related topics. These areas include:

• Credit risk modelling and validation (incl. Probability of Default and Loss Given Default estimation),
• Quantitative methods and tools supporting credit risk measurement,
• IFRS 9, Basel IV, BRSA guidelines and other regulatory requirements,
• Climate related financial risks
• Credit decision support system design & implementation
• Credit policy development and process enhancement,
• Credit risk monitoring and early warning systems,
• Credit risk measurement (asset and portfolio level), Stress testing and impact analysis
• Regulatory reporting

What we look for

• A relevant university degree, preferably in finance, mathematics, statistics, economics, engineering, data science or a related discipline; an MBA or MS preferred,
• Minimum 3 years of relevant experience in banking/capital markets at a commercial bank with a well developed credit risk management infrastructure or comparable experience working as an advisor to a financial services company,
• Experience in the areas of credit risk management, risk rating systems (score-card models), model validation, IFRS 9 impairment models, Basel IV, climate related financial risks, regulatory capital and/or capital markets,
• Experience in the areas of credit decision support systems, credit risk and collection strategies, limit and income estimation models,
• Strong analytical and problem solving skills and demonstrated knowledge in credit risk measurement and management,
• Experience in any of the following software development environments: R/Python/SQL/SAS etc.
• Broad consulting and project management skills, effective written and oral communication skills,

Building a better working world