EY FSO - Risk Consulting FSRM Model Quant 

China, Hong Kong, Hong Kong Island 

754041177

Background

Responsibilities

As a Manager within the Financial Services Risk Management (“FSRM”) Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk and climate risk.

• Project delivery and team management:
• Lead multiple engagements and ensure on-time and high-quality delivery
• Lead day to day client and stakeholder communication and management
• Provide coaching and mentoring to junior team members
• Continuously enhance existing solutions serving for credit risk management
• Develop new solutions to address evolving market needs
• Business Development / Pitching
• Build and maintain relationships with internal and external stakeholders
• Proactively identify and pursue new opportunities

Skills

• 5+ years of work experience with knowledge and hands-on experience in one or more of the following areas:

• Data analytics
• Credit risk IRB models for retail and wholesale exposures
• Expected Credit Loss models
• Credit risk stress testing models and scenario generation
• Internal Capital Adequacy Assessment Program (ICAAP)
• Policy and procedure, key control points, end-to-end process credit risk area including loan approval / post-lending monitoring for both retail and wholesale exposures
• AI use case development experience on credit risk area
• Climate risk management / ISSB reporting
• Possesses strong project management skills and consulting skills, and able to adapt quickly and manage an environment of rapid change and development, and effectively lead others through this process;
• Someone who think out-of-the-box while developing models, reports or data code to solve challenging problems.

Background

• Master or Bachelor degree holder with major in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science or Artificial Intelligence
• Sound knowledge in statistical, quantitative analysis and data base language, strong background in programming languages (i.e., Python, SAS, R, SQL)
• Experience with deep learning tools such as Keras, TensorFlow, PyTorch, & MXNet
• Proficient in Microsoft Excel, PowerPoint and Word
• Excellent communication and presentation skills, good command of written and spoken Chinese and English
• Ability to work collaboratively with team members and to work independently
• Ability to multi-task, prioritize workload and meet deadlines