Credit Risk, Staff or Senior Consultant, Montreal

at  EY

At EY, you will 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 are 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 help the world’s largest financial institutions navigate the intricate regulatory environment to effectively manage and assess capital in support of their ongoing strategies. More than ever, financial institutions are investing in enhancing their capital management capabilities to make better business decisions, presenting us with the unique opportunity to rally together to solve our clients’ most complex challenges.

THE OPPORTUNITY

EY’s Financial Services Risk Management (FSRM) practice is an advisory unit that provides risk management support to banks, insurance companies and asset managers. Our team includes individuals who have a combination of qualitative, quantitative, regulatory and technology skills. We are seeking a Senior Consultant with capital management experience acquired in the banking industry or in consulting services to join our team. They will be based in our Toronto office and must be able to work in English.

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

YOUR KEY RESPONSIBILITIES

The FSRM Senior will be responsible for engagement execution and delivery, take part in EY educational program to continuously develop skills as well as developing and maintaining productive relationships with clients. You’ll also spend your time teaming with capital management and industry professionals to develop and deliver a wide range of capital management strategies and solutions. Ability to travel on short notice to serve Canadian clients outside Toronto (expected travel is less than 20%).

TO QUALIFY FOR THE ROLE YOU MUST HAVE

• Strong academic background with a master’s degree in Finance or Engineering (equivalent education and/or experience may also be considered)
• 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), collateral management, limits and exposures management, grouping methodology for homogeneous retail exposure
• Experience in a capital management (ICAAP, stress testing, economic capital, etc.)
• Must be able to work in French and in English