Senior Credit Risk Consultant — Data, Models & Regulation

EY; Aarhus; Hybrid; DKK 900,000 - 1,200,000; Full time

Benefits offered by this job

Flexible and hybrid working

Direct client exposure

Collaborative team environment

Access to EY specialists

Job summary

EY in Denmark is seeking a Senior Consultant for Credit Risk Management within Financial Services. You will work with banks on issues at the intersection of credit risk, regulation, quantitative analysis and transformation, turning data into actionable insights.

You will join a high-caliber team across Denmark, the Nordics and EY's international network, delivering models, capital analysis and process improvements while collaborating with clients and senior stakeholders.

Qualifications

• Approximately 2–5 years of relevant experience from a bank or 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.
• 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

Ownership

Communication

Education

Master's degree

Tools

Python

SQL

SAS

R

Job description

EY in Denmark is seeking a Senior Consultant for Credit Risk Management within Financial Services. You will work with banks on issues at the intersection of credit risk, regulation, quantitative analysis and transformation, turning data into actionable insights.

You will join a high-caliber team across Denmark, the Nordics and EY's international network, delivering models, capital analysis and process improvements while collaborating with clients and senior stakeholders.