FSRM Quant Senior

at  EY

FSRM QUANT SENIOR

Location: Wrocław, Warsaw
Let us introduce you the job offer by EY GDS Poland – a member of the global integrated service delivery center network by EY.
Step into the world of Financial Services Risk Management, where your expertise will not only be valued but also fostered in an environment that encourages growth and innovation.

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