Manager : Credit Risk
The opportunity
We are currently recruiting for a Manager within our Financial Services Risk Management Quantitative Advisory Services (QAS) team. The role will focus on credit risk. This includes credit risk modelling credit risk model validation and the development of advanced analytical solutions for credit decisioning.
The practice focusses on financial services across banking insurance and corporate treasuries.
Your key responsibilities
The successful applicant will help develop and lead a team which can offer our clients advice and hands on assistance with issues such as :
- Development and validation of credit risk models (PD LGD EAD ECL) under IFRS 9
- Credit impairment assessment and due diligence reviews
- Create visualisations of data and generate in-depth insights
- Review and validation of Basel internal rating-based models
- Regulatory capital modelling
- Design and review of credit risk pricing models
- Development of thought leadership material on relevant industry topics
Client responsibilities
Participate in and as required lead FSRM client engagementsDevelop long-term sustainable relationships with key client stakeholders in line with our go to market strategies and individual market development initiativesDevelop client solutions based on a deep understanding and knowledge of clients business needsDevelop informed views for clients on the implications of current and anticipated industry issuesGenerate new business sales through proactively managing key accounts identifying new client opportunities and playing a significant role in developing and driving sales campaigns / solutionsPeople responsibilities
Live the EY valuesAct as a thought leader in the field of credit riskLead engagement teams and accountsDevelop people through effectively supervising coaching and mentoring all junior levels of staffProvide learning and growth opportunities to staff and encourage the potential within all staff to take on challenging opportunitiesConduct performance reviews and contribute to performance feedback for junior levels of staffContribute to people initiatives including recruiting retaining and training FSRM professionalsMaintain an educational program to continually develop your own personal skillsQualifications and experience required
Relevant Masters (MComm / MSc / MPhil) or Honours degree in quantitative field like computer science engineering actuarial statistics mathematics or related fieldProfessional qualification (CFA / FRM / PRM / FIA / FASSA) a plusSound understanding of quantitative methods and the application of these to financial risk managementSound understanding of data science methodsA minimum of 5 years relevant working experienceOther skills and attributes for success
Strong analytical skills and statistical aptitude in a modelling environmentExperience in the development review and validation of credit risk models (PD LGD EAD ECL) under IFRS 9 and Basel internal rating-based models is a plusProficient in MS officeProficient in SASProficient in VBA R or PythonInnovative creative thinkingRobust project management skillsSolid presentation skillsEffective time managementStrong writing skillsInitiative and enthusiasmResponsibility and maturityPeople skillsProfessionalismConfidence to be client-facingAbove average linguistic aptitudeAbility to work under pressureFlexibility to accept change and adaptWhat working at EY offers
Work for a globally integrated firm of actuarial and quantitative professionals across more than 150 countries enabling optimised and consistent views across the globe.Work with and have access to industry experts whilst gaining exposure across multiple engagements and clients in the financial services sector.Develop both your technical expertise and other skills such as project and stakeholder management.Further your continuous professional development through our in-house learning platforms as well as our external learning study policy.Work in a company culture that values diversity and inclusiveness flexibility employee wellness and corporate social responsibility.Receive ongoing mentoring support and guidance to optimise your professional growth and progress your career at EY.About EY
As a global leader in assurance tax transaction and advisory services we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training opportunities and creative freedom to make things better. So that whenever you join however long you stay the exceptional EY experience lasts a lifetime.
If you can confidently demonstrate that you meet the criteria above please contact us as soon as possible.
Its yours to build.
Apply now.
Required Experience :
Manager
Key Skills
Arm,Risk Management,Financial Services,Cybersecurity,COSO,PCI,Root cause Analysis,COBIT,NIST Standards,SOX,Information Security,RMF
Employment Type : Full Time
Experience : years
Vacancy : 1
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