Credit Risk Senior Consultant

at  EY

SKILLS AND ATTRIBUTES FOR SUCCESS

• Proven ability to innovate and provide commercial insights in complex situations,
• Strong quantitative and analytical skills, with an eye for identifying and escalating risks,
• Excellent communication and project management abilities, paired with a collaborative team spirit.

YOUR CLIENT RESPONSIBILITIES

• Participate in FSRM engagements
• Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders
• Participate in business development initiatives
• Build strong internal relationships within Ernst & Young Advisory Services and with other services across the organization

YOUR FUNCTIONAL RESPONSIBILITIES

• Develop & validate Credit risk models for using PD, LGD & EAD approach at the transactional and overall portfolio level.
• Monitor the changing regulatory climate to proactively assess industry trends and emerging risk events.
• Develop & validate stress testing models for Credit risk using quantitative and qualitative assumptions in line with the regulatory requirements
• Develop thought papers on Credit risk methodologies incorporating the best practices within EY and across the industry.

TO QUALIFY FOR THE ROLE, YOU MUST HAVE

• Master’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.
• 3-5 years or more related work experience.
• Exposure in handling projects in Quantitative Analytics
• Technical skills in one or more: VBA , SQL, SAS, R & Python, Stata
• Strong written and verbal communication skills for report writing and client presentations