Senior Consultant, Credit Risk

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, insurers and asset managers. Our team includes individuals who have industry, client and product knowledge as well as quantitative, regulatory, project management and technology professionals. We are seeking a Senior Consultant with credit risk experience acquired in the banking industry or in advisory services to join our team.

SKILLS AND ATTRIBUTES FOR SUCCESS

• Possess strong analytical and problem-solving skills, and demonstrated knowledge in banking, credit, market risk and operational risk measurement and management
• Self-motivated and willing to ask probing questions to identify client opportunities
• Possess strong communication, presentation and technical writing skills to describe ideas, concepts and issues that involve interpretation, analysis and assessment of complex conceptual topics
• Possess a self-starting attitude, an ability to think outside the box and thrive on new challenges
• Willingness to travel on short notice to meet client needs

YOUR KEY RESPONSIBILITIES

The FSRM Senior Consultant will be involved in all aspects of the delivery of financial risk services to advisory and assurance client accounts covering risk governance frameworks; risk identification, quantification and reporting for insurance, credit, market and operational risks; regulatory and economic capital assessments; compliance with OSFI and AMF requirements; the ORSA program; enterprise stress testing models and other initiatives such as living wills. The Senior Consultant will be responsible for supporting engagement execution, as well as developing and maintaining productive relationships with clients.
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TO QUALIFY FOR THE ROLE YOU MUST HAVE

• University degree required
• Minimum 3 years of relevant experience
• A risk management designation such as FRM or CERA would be an asset
• Experience working with the OSFI regulatory capital requirements for Banks
• Experience with credit risk modelling in a banking environment including models for the purposes of adjudication, regulatory, accounting, stress testing and economic capital.
• Experience working with data and performing related analysis including knowledge of programming languages such as SAS, R, Python or matlab.
• Experience working in a banking environment with a well-developed risk management culture and infrastructure or comparable experience working as an advisor to financial services companies
• Possess the desire and ability to work closely with quantitative and technology professionals on engagements.