Senior Credit Risk Consultant - Data-Driven Banking

EY; København; Hybrid; DKK 700,000 - 1,000,000; Full time

Benefits offered by this job

Hybrid working arrangements

EY global network access

Job summary

EY in Denmark is hiring Senior Consultants for Credit Risk Management in the Quantitative Advisory Services. You will work on banks and financial institutions, applying credit risk, data and regulatory skills to improve decisions and risk management across the full credit lifecycle.

The role blends hands-on modelling with stakeholder engagement and delivery leadership. You will join a high-performing team across Denmark, the Nordics and EY's international network, with flexible and hybrid

Qualifications

• Approximately 2–5 years of relevant experience from a bank, another financial institution, consulting or a related role
• Master's degree in economics, finance, mathematics, statistics, data science, engineering or a similar field
• Professional proficiency in Danish and English; proficiency in other Scandinavian language is an advantage
• A strong interest in banking, credit risk and the financial sector

Responsibilities

• Credit risk management across the lifecycle, from origination and underwriting to monitoring, default and workout
• Early Warning Systems, UTP, credit monitoring and problem-credit processes
• IRB, IFRS 9, CRR/CRR3 and other prudential credit-risk topics
• Credit risk models, model implementation and the use of models in credit decisions
• Capital and RWA analyses, including opportunities to improve how banks manage capital
• Credit policies, governance, controls and target operating models
• Data analysis, automation and the use of new technology in credit risk management
• Transformation of credit processes and implementation of new requirements in day-to-day banking

Skills

Credit risk

Data analysis

Problem solving

Communication

Stakeholder management

Education

Master's in economics/finance

Tools

Python

SQL

SAS

R

Job description

EY in Denmark is hiring Senior Consultants for Credit Risk Management in the Quantitative Advisory Services. You will work on banks and financial institutions, applying credit risk, data and regulatory skills to improve decisions and risk management across the full credit lifecycle.

The role blends hands-on modelling with stakeholder engagement and delivery leadership. You will join a high-performing team across Denmark, the Nordics and EY's international network, with flexible and hybrid