FS-RISK CONSULTING-FSRM QBB-SENIOR

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Advisory Services - Financial Services Office (FSO) - Financial Services Risk Management (FSRM) - Credit Risk Senior Consultant

Description

EY's Financial Services Office (FSO) is a unique, industry-focused business unit providing a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge.

The FSO practice offers advisory services to financial institutions and capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers, insurance, energy trading companies, and corporate treasury functions of Fortune 500 companies.

Services include market, credit, operational risk management, regulatory advisory, quantitative advisory, structured finance, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.

Within EY's FSO Advisory Practice, the FSRM group provides solutions to identify, measure, manage, and monitor risks such as market, credit, operational, and regulatory risks related to trading, asset-liability management, and capital management activities.

The Credit Risk (CR) team helps clients design and implement strategic and regulatory changes across risk management within the banking book portfolio, serving large domestic and global financial institutions.

Key Responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products, especially lending products.
• Stay updated on market trends and issues faced by clients in the financial services sector.
• Monitor project progress, manage risks, and communicate effectively with stakeholders.
• Mentor junior consultants and review their work.
• Participate in model audits, validation, and development activities across projects.

Qualifications, Certifications, and Education

Must-have:

• Postgraduate degree (masters) in accounting, finance, economics, statistics, or related fields with at least 3 years of relevant experience.
• Comprehensive understanding of credit risk model development, validation, audit, or implementation for banking portfolios.
• Knowledge of Credit Risk and Risk Analytics techniques.
• Experience in data preparation, manipulation, and consolidation.
• Strong background in regulatory requirements like IFRS 9, CCAR, CECL.
• Expertise in Stress Testing, DFAST PD/LGD/EAD models.
• Excellent documentation skills and ability to summarize key details effectively.
• Ability to work independently and take initiative.
• Strong background in statistics and econometrics, especially logistic and linear regression.
• Proficiency in Advanced Python, SAS, SQL, R, and Excel.

Good-to-have:

• Certifications such as FRM, CFA, PRM, SCR.
• Proficiency in Java/C++.
• Experience in Data/Business Intelligence reporting.
• Knowledge of Machine Learning models.
• Willingness to travel and project management experience.

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