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Credit Risk Consultant

Keywords / Skills : Credit Control, Credit Risk, Credit Analysis, Risk Analytics, Risk Management, Credit Research, Credit Rating

1 - 4 years
Posted: 2019-06-14

Nationality
Philippines
Industry
Consulting/Advisory Services
Function
Finance & Accounts
Role
External Auditor
Posted On
14th Jun 2019
Job Description
EY's Financial Services Office (FSO) is a unique, industry-focused business unit that provides a broad range of integrated services that leverage deep industry experience with strong functional capability and product knowledge. FSO practice provides integrated advisory services to financial institutions and other capital markets participants, including commercial banks, investment banks, broker-dealers, asset managers (traditional and alternative), insurance and energy trading companies, and the Corporate Treasury functions of leading Fortune 500 Companies. The service offerings provided by the FSO Advisory include: market, credit and operational risk management, regulatory advisory, quantitative advisory, structured finance transaction, actuarial advisory, technology enablement, risk and security, program advisory, and process & controls.

Within EY’s FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients to identify, measure, manage and monitor the market (trading book), credit (banking book), operational, and regulatory risks associated with their trading, asset-liability management, capital management and other capital markets activities.

Within FSRM, the Credit Risk (CR) team assists clients to design and implement strategic and functional changes and regulatory changes across risk management within the banking book portfolio. Clients include large domestic and global financial institutions and banking organizations.

Key Responsibilities

• Demonstrate deep technical capabilities and industry knowledge of financial products

• Demonstrate skills in coding languages such as SAS, R, Python

• Demonstrate ability to learn and quickly acquire knowledge based on client requirements

• Take ownership of key components for client engagements while consistently delivering quality client services

• Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business

• Effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes

• Play an active role in cross collaborating with peers within the organization

Must-have:

• Postgraduate (masters in Statistics, Finance, Economics or a related quantitative field) with experience in relevant field of around 1-2 years

• Fair understanding of credit risk model development, validation and implementation for the banking book portfolio.

• Knowledge of Credit Risk and Risk Analytics techniques is desirable.

• Should have hands on experience in data preparation and consolidation.

• Knowledge in either one or all the regulatory requirements within the model development/validation domain such as – Basel, CCAR, ALLL, IFRS9 and CECL etc.

• Familiarity in PD, LGD, EAD and BAU models such as acquisition, behavior scores.

• Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document.

• Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression.

• Strong technical skills, proficient in SAS, Python, SQL, R excel skills.

• Strong communication skills, willingness to learn

Good-to-have:

• Certifications such as FRM, CFA, PRM

• Good to have knowledge in Machine Learning models and its applications.

• Willingness to travel to meet client needs



About Company

About EY

As a global leader in assurance, tax, transaction and advisory services, we’re using the finance products, expertise and systems we’ve developed to build a better working world. That starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. Whenever you join, however long you stay, the exceptional EY experience lasts a lifetime. And with a commitment to hiring and developing the most passionate people, we’ll make our ambition to be the best employer by 2020 a reality.
If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.


Join us in building a better working world.
Apply now.
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