FSO - Risk Consulting - FSRM (Model Quant for Credit & Climate) - Senior Associate - Hong Kong

EY; Hong Kong; On-site; HKD 700,000 - 1,000,000; Full time

Job summary

A global advisory firm in Hong Kong seeks a Manager for their Financial Services Risk Management (FSRM) team. The ideal candidate will have over 5 years of experience and expertise in credit risk solutions, data analytics, and project management. This role focuses on developing comprehensive risk solutions for financial institutions while building stakeholder relationships. Excellent communication skills in both Chinese and English are essential, along with a strong educational background in quantitative disciplines.

Qualifications

• 5+ years of experience in one or more of the key areas.
• Strong skills in project management and consulting.
• Ability to work independently and collaboratively.

Responsibilities

• Develop and implement risk solutions for financial institutions.
• Ensure high-quality delivery and manage team effectively.
• Build and maintain relationships with stakeholders.

Skills

Data analytics

Credit risk IRB models

Expected Credit Loss models

AI use case development

Project management skills

Consulting skills

Education

Master or Bachelor degree in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science, or Artificial Intelligence

Tools

Python

SAS

R

SQL

Keras

TensorFlow

PyTorch

MXNet

Job description

Location: Hong Kong

Other locations: Primary Location Only

Requisition ID: 1623508

Who we are

The EY Organization is a global leader in assurance, tax, transactions and advisory services. Worldwide, our 400,000 people are united by the shared values and an unwavering commitment to quality. We make a difference by helping the people, the clients and the wider communities realize their potential.

Financial Services Risk Management

Background

Within EY FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients identify, measure, manage and monitor credit risk, climate risk. And AI risk.

Responsibilities

As a Manager within the Financial Services Risk Management (“FSRM”) Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk and climate risk.

• Project delivery and team management:
• Ensure on-time and high-quality delivery
• Support the engagement manager with day to day client and stakeholder communication and management
• Provide coaching and mentoring to junior team members
• Assist in enhancing existing solutions serving for credit risk management
• Support the development of new solutions to address evolving market needs
• Business Development/ Pitching
• Build and maintain relationships with internal and external stakeholders
• Proactively identify and pursue new opportunities

Skills

• 5+ years of work experience with knowledge and hands-on experience in one or more of the following areas:
• Data analytics
• Credit risk IRB models for retail and wholesale exposures
• Expected Credit Loss models
• Credit risk stress testing models and scenario generation
• Internal Capital Adequacy Assessment Program (ICAAP)
• Policy and procedure, key control points, end-to-end process credit risk area including loan approval / post-lending monitoring for both retail and wholesale exposures
• AI use case development experience on credit risk area
• Possesses strong project management skills and consulting skills, and able to adapt quickly and manage an environment of rapid change and development, and effectively lead others through this process;
• Someone who think out-of-the-box while developing models, reports or data code to solve challenging problems.

Background

• Master or Bachelor degree holder with major in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science or Artificial Intelligence
• Sound knowledge in statistical, quantitative analysis and data base language, strong background in programming languages (i.e., Python, SAS, R, SQL)
• Experience with deep learning tools such as Keras, TensorFlow, PyTorch, & MXNet
• Proficient in Microsoft Excel, PowerPoint and Word
• Excellent communication and presentation skills, good command of written and spoken Chinese and English
• Ability to work collaboratively with team members and to work independently
• Ability to multi-task, prioritize workload and meet deadlines

Join us in building a better working world.