EY Manager - Credit Risk Modeling Montreal 

Canada, Quebec, Montreal 

748121737

Skills and attributes for success

• Strong communication, presentation and technical writing skills to describe ideas, concepts and issues that involve interpretation, analysis and assessment of complex conceptual topics

To qualify for the role you must have

• Strong academic background: Master’s or PhD degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering or a similar quantitative discipline is required.
• 5 -8 years of relevant experience
• Experience in risk management in the financial institutions industry or in consulting services.
• Extensive experience in credit risk management and credit risk modelling.
• Knowledge of credit risk regulatory requirements (Basel II, Basel III) and accounting standards (IFRS 9).
• Knowledge or experience of credit risk models and methodologies: measurement methodologies (PD, LGD and EAD), retail credit risk scorecards and wholesale rating models
• Ability to program in pertinent languages, such as Excel, SAS, SQL, R, and python.
• Excellent verbal and written communication skills (Must be able to work in French and in English), including the ability to communicate effectively and professionally with colleagues and clients

Ideally you would also have

• PRM, FRM, or CFA designation would be an asset.
• Experience in capital management (ICAAP, stress testing, economic capital, etc.) (an asset)
• Understanding of model risk management regulations (an asset)
• Knowledge of machine learning and artificial intelligence tools (an asset)
• Project management experience.
• Self starting attitude, the ability to think out of the box and driven by new challenges.
• Developing and maintaining productive relationships with clients.
  

This role involves interaction with clients operating nationally and globally where fluency in French and English is required. Bilingualism in both French and English is therefore a requirement of this role.

What we look for

If you’re a natural leader with a talent for answering and communicating complex client problems, we’re interested in you. You’ll need to be great at influencing people, ready to listen and confident in challenging the status quo. If you have a genuine passion for helping businesses and addressing their most pressing problems, this role is for you.

What we offer

We offer a competitive compensation package where you’ll be rewarded based on your performance and recognized for the value you bring to our business. In addition, our Total Rewards package allows you decide which benefits are right for you and which ones help you create a solid foundation for your future. Our Total Rewards package includes a comprehensive medical, prescription drug and dental coverage, a defined contribution pension plan, a great vacation policy plus firm paid days that allow you to enjoy longer long weekends throughout the year, statutory holidays and paid personal days (based on province of residence), and a range of exciting programs and benefits designed to support your physical, financial and social well-being. Plus, we offer:

• Support and coaching from some of the most engaging colleagues in the industry
• Learning 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.