IRB Model development - Develop risk rating models and perform PD/LGD calibration - Perform data quality checks to ensure data is suitable for modelling purposes. - Collaborate with business units to understand requirements and ensure models meet strategic objectives and regulatory standards. - Use statistical and machine learning techniques to enhance model accuracy and robustness. - Ensure all credit risk models comply with relevant regulatory guidelines and standards including IRB approach. - Document model development process, including assumptions, limitations and potential risks - Establish and maintain effective working relationship with key stakeholders across businesses served. To be successful in this role, the candidate should possess: - Quantitative degree in statistics, actuarial, econometrics, mathematics, physics, engineering or related field - At least 5 years of experience in credit risk model development or validation - Python/Advance SAS programming skill - Proactive, take ownership and able to work with minimum guidance - Experience in wholesale portfolio modelling or analytics is preferred. - Ability to identify and analyses information quickly and efficiently; leverage innovative and creative solutions to solve problems related to data and models. - Familiarity with regulatory guidelines related to IRB model development. - Good written and verbal communication, and stakeholder management skills.

Any Location

EY - Senior Consultant  - IRB Model Development 

Job Description for EY - Senior Consultant  - IRB Model Development  in ERNST YOUNG LLP in  Any Location for (3-10) years of experience. Apply Now!