Senior Risk Model Validation Lead

Ernst & Young Advisory Services Sdn Bhd; Lisboa; Presencial; EUR 55 000 - 85 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Healthcare stipend

Resumo da oferta

EY Portugal is seeking a Senior Consultant / Manager to join our FSRM team, delivering regulatory risk projects for banking, asset management and insurance clients. You will combine technical modelling with client-facing experience to propose strategic and operational changes.

You will develop PD/LGD/EAD models, time-series stress tests, and data analyses using SAS, SQL and related tools, while mentoring junior staff and collaborating across multicultural teams.

Qualificações

• Academic degree in finance or similar quantitative field.
• 3-4 years in risk management analysis, preferably in banking.
• Knowledge of local and international banking regulations.
• Experience with PD/LGD/EAD modelling and IFRS 9 provisioning.
• Fluent Portuguese and English.

Responsabilidades

• Provide risk management services for financial institutions with high efficiency.
• Define governance models, policies, and procedures.
• Develop PD/LGD/EAD models for borrowers.
• Develop time series stress tests for capital planning.
• Perform data manipulation and analysis using SQL, SAS, and other tools.
• Mentor junior team members and support team management.
• Understand EY service lines and propose client solutions.

Conhecimentos

Communication

Analytical thinking

Prioritization

Technical rigor

Work ethic

Problem solving

Integrity

Teamwork

Self-starter

Multicultural experience

Formação académica

Degree in Finance / Economics

Ferramentas

SAS

SQL

R

VBA

Descrição da oferta de emprego

EY Portugal is seeking a Senior Consultant / Manager to join our FSRM team, delivering regulatory risk projects for banking, asset management and insurance clients. You will combine technical modelling with client-facing experience to propose strategic and operational changes.

You will develop PD/LGD/EAD models, time-series stress tests, and data analyses using SAS, SQL and related tools, while mentoring junior staff and collaborating across multicultural teams.