Manager Credit Risk Modelling

EY Entrepreneur Of The Year; Toronto; On-site; CAD 100,000 - 120,000; Full time

Job summary

Join EY, a leading financial services provider, as a Manager in Credit Risk. Engage with top financial institutions to deliver comprehensive risk management solutions and build a rewarding career while contributing to a better working world. This role demands strong analytical skills and collaboration with industry professionals.

Benefits

Comprehensive medical, prescription drug, and dental coverage

Defined contribution pension plan

Competitive vacation policy and firm-paid days

Learning opportunities for career progression

Support and coaching from engaging colleagues

Qualifications

• 5-8 years of relevant experience in risk management in the financial institutions or consulting.
• Extensive experience in credit risk management and modeling.
• Fluency in English and preferably French.

Responsibilities

• Responsible for client engagement and delivery of credit risk management strategies.
• Develop and maintain productive relationships with clients.
• Participate in EY's educational programs for skill development.

Skills

Communication

Presentation

Analytical

Education

Masters or PhD degree in Economics, Statistics, Mathematics, Physics, Engineering, or Financial Engineering

Tools

Excel

SAS

SQL

R

Python

Job description

At EY youll 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 were 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 worlds 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

EYs Financial Services Risk Management (FSRM) practice is a consulting 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 two Managers with minimum 5years experience in credit risk and / or analytics 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.

Your key responsibilities

The FSRM Manager will be responsible for engagement and delivery take part in EY educational program to continuously develop skills as well as developing and maintaining productive relationships with clients. Youll also spend your time teaming with industry professionals to develop and deliver a wide range of credit risk management strategies and solutions.

Ability to travel on short notice to serve Canadian clients outside Toronto (expected travel is less than 20.

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

To qualify for the role you must have

• Strong academic background : Masters or PhD degree in Economics Statistics Mathematics Physics Engineering Financial Engineering or a similar quantitative discipline is required.
• 5 8 years of relevant experience
• Experience in risk management in the financial institutions industry or in consulting services.
• Extensive experience in credit risk management and credit risk modelling.
• 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) retail credit risk scorecards and wholesale rating models
• Ability to program in pertinent languages such as Excel SAS SQL R and python.
• Excellent verbal and written communication skills (Must be able to work in French and in English) including the ability to communicate effectively and professionally with colleagues and clients

Ideally you would also have

• PRM FRM or CFA designation would be an asset.
• Experience in capital management (ICAAP stress testing economic capital etc. (an asset)
• Understanding of model risk management regulations (an asset)
• Knowledge of machine learning and artificial intelligence tools (an asset)
• Self starting attitude the ability to think out of the box and driven by new challenges.
• Developing and maintaining productive relationships with clients.

This role involves interaction with clients operating nationally and globally where fluency in English is a requirement of this role.

What we look for

If youre a natural leader with a talent for answering and communicating complex client problems were interested in you. Youll need to be great at influencing people ready to listen and confident in challenging the status quo. If you have a genuine passion for helping businesses and addressing their most pressing problems this role is for you.

What we offer

At EY our Total Rewards package supports our commitment to creating a leading people culture built on highperformance teaming where everyone can achieve their potential and contribute to building a better working world for our people our clients and our communities. Its one of the many reasons we repeatedly win awards for being a great place to work.

We offer a competitive compensation package where youll be rewarded based on your performance and recognized for the value you bring to our business. In addition our Total Rewards package allows you decide which benefits are right for you and which ones help you create a solid foundation for your future. Our Total Rewards package includes a comprehensive medical prescription drug and dental coverage a defined contribution pension plan a great vacation policy plus firm paid days that allow you to enjoy longer long weekends throughout the year statutory holidays and paid personal days (based on province of residence) and a range of exciting programs and benefits designed to support your physical financial and social wellbeing. Plus we offer :

• Support and coaching from some of the most engaging colleagues in the industry
• Learning opportunities to develop new skills and progress your career
• The freedom and flexibility to handle your role in a way thats right for you

Diversity and Inclusion at EY

Diversity and inclusiveness are at the heart of who we are and how we work. Were committed to fostering an environment where differences are valued policies and practices are equitable and our people feel a sense of belonging. We embrace diversity and are committed to combating systemic racism advancing gender equity and women in leadership advocating for the 2SLGBTQIA community promoting ourneuroinclusionand accessibility initiatives and are dedicated to amplifying the voices of Indigenous peoples (First Nations Inuit and Mtis) nationally as we strive towards reconciliation. Our diverse experiences abilities backgrounds and perspectives make our people unique and help guide us. Because when people feel free to be their authentic selves at work they bring their best and are empowered to build a better working world.

EY Building a better working world

EY exists to build a better working world helping to create longterm 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.

Required Experience :

Manager

Key Skills

Arm,Risk Management,Financial Services,Cybersecurity,COSO,PCI,Root cause Analysis,COBIT,NIST Standards,SOX,Information Security,RMF

Employment Type : Full Time

Experience : years

Vacancy : 1

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Manager Credit Risk • Toronto, Ontario, Canada