Senior Consultant - Financial Risk Services - Credit Risk Management

<p>Senior Consultant - Financial Risk Services - Credit Risk Management</p> <p> </p> <p>Let us introduce you the job offer by EY GDS Poland – a member of the global integrated service delivery centre network by EY.</p> <p> </p> <p>The opportunity</p> <p> </p> <p>As a senior with EY FSRM you are expected to provide innovative commercial insights for clients; adapt methods and practices to solve complex client problems and engage in implementing cutting edge risk methodologies to offer unique solutions.</p> <p> </p> <p>Your key responsibilities</p> <p> </p> <p>You'll also actively contribute to improving operational efficiency on projects and internal initiatives. In line with Ernst &amp; Young's commitment to quality, you'll consistently drive projects to completion and confirm that work is of a high quality. Your role as part of team(s) - 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 a key member of the team, you'll help to create a positive learning culture, work along with your peers and also help them to develop. </p> <p> </p> <p>Your key responsibilities</p> <p> </p> <ul> <li>Develop &amp; validate Credit Risk (PD, LGD, EAD &amp; stress testing) models at the transactional and overall portfolio level</li> <li>Demonstrate deep technical capabilities and industry knowledge of financial products</li> <li>Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services</li> <li>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</li> <li>Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes</li> <li>Play an active role in mentoring junior consultants within the organization</li> <li>Required to review, analyse and concur with tasks completed by junior staff</li> </ul> <p> </p> <p>To qualify for the role, you must have</p> <p> </p> <ul> <li>Postgraduate (Masters in Engineering/Economics/Mathematics/Statistics) with at least 3 years of related work experience</li> <li>Complete, end-to-end understanding of credit risk model development, validation and implementation for the banking book portfolio</li> <li>Knowledge of Credit Risk and Risk Analytics techniques is desirable</li> <li>Should have hands on experience in data preparation and consolidation</li> <li>Strong background in either one or all of the regulatory requirements within the model development/validation domain such as - Basel, CCAR, ALLL, IFRS9 and CECL</li> <li>Expertise in IRB PD, LGD, EAD and BAU models such as acquisition, behavioural scorecards</li> <li>Strong documentation skills - required to be adept in quickly grasping key details and summarizing them in a presentation or document</li> <li>Strong background in statistics and econometrics – especially, logistic regression, linear regression, decision trees</li> <li>Strong technical skills, highly proficient SAS, SQL, Python and/or R skills</li> </ul> <p> </p> <p>Ideally, you’ll also have</p> <p> </p> <ul> <li>Certifications such as FRM, CFA, PRM</li> <li>Knowledge in Machine Learning models and their applications</li> <li>Experience in development and/or validation of other financial (e.g., operational, climate, market, and liquidity) risk models</li> <li>Effective project management and teamwork skills</li> </ul> <p> </p> <p>What we look for</p> <p> </p> <p>We are looking for senior credit risk specialists who can deliver exceptional value to our clients by applying cutting-edge risk methodologies and leveraging deep technical expertise. A strong background in credit risk model development, validation and implementation, as well as hands-on experience in data preparation and consolidation, are essential for this role. Excellent communication and mentoring skills, and the ability to work effectively in a team-oriented environment are also highly valued. If you are passionate about solving complex client problems and driving innovation in the financial services sector, you are the right fit for us.</p> <p> </p> <p>What we offer</p> <p> </p> <p>EY Global Delivery Services (GDS) is a dynamic and truly global delivery network. We work across ten locations –  Argentina, China, Hungary, India, the Philippines, Poland, Sri Lanka, Mexico, Spain and the United Kingdom – and with teams from all EY service lines, geographies and sectors, playing a vital role in the delivery of the EY growth strategy. From accountants to coders to advisory consultants, we offer a wide variety of fulfilling career opportunities that span all business disciplines. In GDS, you will collaborate with EY teams on exciting projects and work with well-known brands from across the globe. We’ll introduce you to an e