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 leading consulting firm in Singapore is seeking a Senior Consultant/Consultant in Credit Risk. This role involves developing and validating credit risk models and applying advanced techniques like AI and machine learning. Ideal candidates should have a graduate degree in a relevant field and at least 3 years of experience in quantitative credit risk. The firm offers opportunities for continuous learning and a diverse, inclusive culture.

Benefits

Continuous learning opportunities

Diverse and inclusive culture

Transformative leadership development

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).

Responsibilities

• Leading or supporting EY services in the market through business development and project planning.
• Development and validation of credit risk models in Retail/Commercial/Corporate banking.
• Implementation of credit risk management technology applications.

Skills

Modeling techniques and credit risk

Artificial intelligence and machine learning

Python

R

VBA

SAS

Tableau

Power BI

SQL

Leadership and project management

Education

Graduate degree in Computational Finance, Mathematics, Statistics, Physics or equivalent

Tools

Tableau

Power BI

Job description

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

Location: Primary Location Only

Date: 25 Sept 2025

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 including asset management, banking and capital markets, insurance and private equity, we provide integrated consulting, assurance, tax, and transaction services.

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 EY services 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 3 years relevant work experience in quantitative credit risk, part of which in a consulting firm
• Graduate degree in Computational 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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