COMPLETE Staff - FSRM

Job Description

At EY, you’ll 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’re 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. 

 

 

 

 

EY-Credit risk quants Staff – FSRM

As an FSRM staff, you will be actively involved in quantitative engagements related to credit risk management. You shall be guided by a Senior Manager or Manager or Senior and will actively contribute to conducting quantitative credit risk assessments. In line with Ernst & Young's commitment to quality, you will consistently drive projects to completion and confirm that work is of a high quality.

 

The opportunity

The role is to conduct credit risk assessment and to leverage quantitative methodology to arrive at Expected Credit Loss models which includes developing or assessing Probability of Default, Loss Given Default and Exposure at Default based on IFRS 9 and Basel methodologies. Statistical approaches shall be leveraged to build Expected Credit Loss models.  

 

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 people responsibilities

• Develop people through effectively supervising, coaching, and mentoring staff
• Conduct performance reviews and contribute to performance feedback for staff
• Contribute to people initiatives, including recruiting, retaining and training FSRM professionals
• Contribute to an educational program to continually develop interpersonal and technical skills of staff
• Understand and follow workplace policies and procedures

 

Technical skills requirements: Credit Risk Modelling and ICAAP Model development.

Bachelor’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.

• 2 years or more related work experience.
• Credit Risk Modelling –PD, LGD and EAD models.
• IFRS 9 Modelling ( macroeconomic models, staging rules, etc)
• Expertise in handling projects in BASEL II , BASEL III , ICAAP and Stress Testing framework
• Python/R and VBA, SAS 
• Strong written and verbal communication skills for report writing and client presentations
• Independently handle teams and projects 
• Effective leadership, project management and team management skills

What working at EY offers

At EY, we’re dedicated to helping our clients, from start–ups to Fortune 500 companies — and the work we do with them is as varied as they are.
You get to work with inspiring and meaningful projects. Our focus is education and coaching alongside practical experience to ensure your personal development. We value our employees and you will be able to control your own development with an individual progression plan. You will quickly grow into a responsible role with challenging and stimulating assignments. Moreover, you will be part of an interdisciplinary environment that emphasizes high quality and knowledge exchange. Plus, we offer:

• Support, coaching and feedback from some of the most engaging colleagues around
• Opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way that’s right for you

 

 

EY | Building a better working world 

 
EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.  

 
Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate.  

 
Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.