EY - Senior Role - Credit Risk Modelling

4 - 8 Years

Trivandrum/Thiruvananthapuram

Posted 6 years ago

#Risk Management #Credit Risk #Risk Modeling #Stress Testing #SAS #Statistics #IFRS #Python #Basel II #Consulting - BFSI

Job Description :

About EY :

- EY is a global leader in assurance, tax, transaction and advisory services. The insights and quality services we deliver help build trust and confidence in the capital markets and in economies the world over. We develop outstanding leaders who team to deliver on our promises to all of our stakeholders. In so doing, we play a critical role in building a better working world for our people, for our clients and for our communities.

- 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. For more information about our organization, please visit ey.com. About EY Global Delivery Services (GDS) Assurance

- EY Global Delivery Services (GDS) Assurance practice supports global EY client- serving teams with their reviews across industry sectors, including financial services, manufacturing and technology, among others. Through the right multidisciplinary team of professionals with the sector knowledge and subject matter expertise, EY GDS Assurance enables EY client teams in over 30 countries to help world- s leading companies meet their audit requirements.

Technical skills requirements :

- Credit Risk Modelling and ICAAP Model development.

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

- 4 years or more related work experience.

- Credit Risk Modelling â€“PD, LGD and EAD models.

- 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