At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all.
We are the only professional services organisation who has a separate business dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups including asset management, banking and capital markets, insurance and private equity, we provide integrated consulting, assurance, tax, and transaction services.

SKILLS AND ATTRIBUTES FOR SUCCESS

• Deep understanding of modeling techniques and practical experience in credit risk models such as PD, LGD, EAD or ECL models or models to tackle business-related challenges
• Strong quantitative and modeling skills incl. artificial intelligence and machine learning techniques
• Practical experience in languages such as Python, R, VBA, SAS, Tableau, Power BI or SQL
• Strong interpersonal and teaming skills
• Effective leadership, project management and teamwork skills
• Strong presentation skills and proficiency in the use of PowerPoint, Word and Excel

YOUR KEY RESPONSIBILITIES

As a Manager in the FSRM team, you will be leading or supporting EY services in the market through business development, project planning and high-quality project execution. You will be working on projects relating to:

• Development and validation of credit risk models in Retail/ Commercial/ Corporate banking
• Development of innovative risk models using artificial intelligence, machine learning and deep learning techniques and alternative data for various segments
• Data analytics for risk domains
• Implementation of credit risk management technology applications and credit risk data management, including understanding of vendor offerings
• Development of visualization tools and dashboards for risk domains

TO QUALIFY FOR THE ROLE, YOU MUST HAVE

• Minimum 5 years relevant work experience in quantitative credit risk, part of which in a consulting firm
• Graduate degree in Computational Finance, Mathematics, Statistics, Physics or equivalent preferred
• Industry related certification is a plus (e.g., FRM, CPA/ CA, CFA)
• Experience in:
• IRB Model Development and / or validation (Wholesale or Retail)
• ECL / IFRS9 Model Development and / or validation (Wholesale or Retail)
• Credit Risk Model Development
• Credit Risk Model Validation
• Credit Risk Stress Testing