Credit Risk (Financial Services) Senior Consultant/Consultant, Business Consulting

Ernst & Young Advisory Services Sdn Bhd; Singapore; On-site; SGD 70,000 - 90,000; Full time

Job summary

A prominent consulting firm in Singapore is looking for a Senior Consultant in its Financial Services Risk Management team. This role involves developing credit risk models and utilizing advanced techniques like AI and machine learning. The ideal candidate will have a graduate degree in a quantitative field and at least 3 years of experience in quantitative credit risk within consulting. Join a diverse and inclusive culture where your contributions matter.

Benefits

Continuous learning opportunities

Flexible work arrangements

Diverse and inclusive culture

Qualifications

• Minimum 3 years relevant work experience in quantitative credit risk, part of which in a consulting firm.
• Industry related certification is a plus (e.g., FRM, CPA/ CA, CFA).
• Experience in IRB Model Development and / or validation.

Responsibilities

• Lead or support EY services in business development.
• Work on credit risk model development in banking.
• Implement credit risk management technology applications.

Skills

Understanding of modeling techniques

Quantitative and modeling skills

Experience in Python, R, VBA, SAS

Interpersonal and teamwork skills

Effective leadership

Presentation skills in PowerPoint

Education

Graduate degree in Computational Finance, Mathematics, Statistics, Physics

Tools

Python

R

SAS

Tableau

Power BI

SQL

Job description

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Credit Risk (Financial Services) Senior Consultant/Consultant, Business Consulting

Location:

Other locations: Primary Location Only

Requisition ID: 1359283

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all.

We are the only professional services organisation who has a separate business dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to deliver a global perspective. Aligned to key industry groups includingasset management, banking and capital markets,insuranceandprivate equity, we provide integrated consulting,assurance,tax, andtransactionservices.

The Opportunity
As part of the Financial Services Risk Management (FSRM) practice you will provide a well-integrated broad array of risk management services to financial institutions with a focus on quantitative credit risk- related service offerings.

Your Key Responsibilities

As a Senior Consultant in the FSRM team, you will be leading or supporting EYservices in the market through business development, project planning and high-quality project execution. You will be working on projects relating to:

• Development and validation of credit risk models in Retail/ Commercial/ Corporate banking
• Development of innovative risk models using artificial intelligence, machine learning and deep learning techniques and alternative data for various segments
• Implementation of credit risk management technology applications and credit risk data management, including understanding of vendor offerings
• Development of visualization tools and dashboards for risk domains
  

Skills and Attributes for Success

• Deep understanding of modeling techniques and practical experience in credit risk models such as PD, LGD, EAD or ECL models or models to tackle business-related challenges
• Strong quantitative and modeling skills incl. artificial intelligence and machine learning techniques
• Practical experience in languages such as Python, R, VBA, SAS, Tableau, Power BI or SQL
• Strong interpersonal and teaming skills
• Effective leadership, project management and teamwork skills
• Strong presentation skills and proficiency in the use of PowerPoint, Word and Excel
  

To qualify for the role, you must have

• Minimum 3years relevant work experience in quantitative credit risk, part of which in a consulting firm
• Graduate degree inComputational Finance, Mathematics, Statistics, Physics or equivalent preferred
• Industry related certification is a plus (e.g., FRM, CPA/ CA, CFA)
• Experience in:
• IRB Model Development and / or validation (Wholesale or Retail)
• ECL / IFRS9 Model Development and / or validation (Wholesale or Retail)
• Credit Risk Stress Testing
• ICAAP

What we look for

Highly motivated individuals with excellent problem-solving skills and the ability to prioritize shifting workloads in a rapidly changing industry. An effective communicator, you’ll be a confident team player that collaborates with people from various teams while looking to develop your career in a dynamic organization

What we offer

• Continuous learning:You’ll develop the mindset and skills to navigate whatever comes next.
• Success as defined by you:We’ll provide the tools and flexibility, so you can make a meaningful impact, your way.
• Transformative leadership:We’ll give you the insights, coaching and confidence to be the leader the world needs.
• Diverse and inclusive culture:You’ll be embraced for who you are and empowered to use your voice to help others find theirs.
  

If you can demonstrate that you meet the criteria above, please contact us as soon as possible.
The exceptional EY experience. It’s yours to build.

Apply now.

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EY refers to the global organization, and may refer to one or more, of the member firms of Ernst & Young Global Limited, each of which is a separate legal entity. Ernst & Young Global Limited, a UK company limited by guarantee, does not provide services to clients.

EY refers to the global organization, and may refer to one or more, of the member firms of Ernst & Young Global Limited, each of which is a separate legal entity. Ernst & Young Global Limited, a UK company limited by guarantee, does not provide services to clients.

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