As a Credit Risk Senior Manager/Manager in the Financial Services Risk Management (FSRM) practice, you will lead or support EY services in the market through business development, project planning, and high-quality project execution. Your focus will be on providing a well-integrated array of risk management services to financial institutions with a focus on quantitative credit risk-related service offerings.
Requirements
- Deep understanding of modeling techniques and practical experience in credit risk models
- 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
- Minimum 6 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
- Hands-on experience in developing and validating credit risk models including Expected Credit Loss (ECL) / IFRS9, Credit Risk Capital Models / Basel Models / Internal-Ratings-Based Models (IRB Models) and Credit Scorecards / Credit Ratings
Benefits
- Continuous learning: develop the mindset and skills to navigate whatever comes next.
- Success as defined by you: provide the tools and flexibility, so you can make a meaningful impact, your way.
- Transformative leadership: give you the insights, coaching and confidence to be the leader the world needs.
- Diverse and inclusive culture: you’ll be embraced for who you are and empowered to use your voice to help others find theirs.