EY - Consultant - Credit Risk Model Development

FSRM- Senior - Trivandrum

- As an FSRM Senior, you'll actively establish, maintain and strengthen internal and external relationships. With guidance from Managers, Senior Managers and other seniors, you'll identify potential business opportunities for Ernst & Young.

- Drawing on your knowledge and experience, you'll provide innovative commercial insights for clients adapt methods and practices to solve complex client problems.

- You'll also actively contribute to improving operational efficiency on projects and internal initiatives.

- In line with Ernst & Young's commitment to quality, you'll consistently drive projects to completion and confirm that work is of a high quality.

- Your role in leading teams - or parts of teams - on engagements will depend on the size of the engagement. You'll be expected to anticipate and identify risks, and escalate any issues as appropriate.

- As an influential member of the team, you'll help to create a positive learning culture, coach and counsel junior team members and help them to develop.

Skills required :

- Bachelor's degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.

- 2+ years of experience in Credit Risk Modelling - PD, LGD and EAD models.

- Experience in SAS EG or E-Miner

- IFRS 9 Modelling ( macroeconomic models, staging rules, etc)

- Expertise in handling projects in BASEL II, BASEL III, ICAAP and Stress Testing framework

- Python/R and VBA

- Strong written and verbal communication skills for report writing and client presentations

- Independently handle teams and projects

- Effective leadership, project management and team management skills.