Ernst & Young

Senior Consultant - Financial Risk Services - Credit Risk Management

Let us introduce you the job offer by EY GDS Poland – a member of the global integrated service delivery centre network by EY.

The opportunity

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.

Your key responsibilities

You'll also actively contribute to improving operational efficiency on projects and internal initiatives. In line with Ernst & 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. 

Your key responsibilities

• Develop & validate Credit Risk (PD, LGD, EAD & stress testing) models at the transactional and overall portfolio level
• Demonstrate deep technical capabilities and industry knowledge of financial products
• Lead components of large scale client engagements and/or smaller 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
• Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
• Play an active role in mentoring junior consultants within the organization
• Required to review, analyse and concur with tasks completed by junior staff

To qualify for the role, you must have

• Postgraduate (Masters in Engineering/Economics/Mathematics/Statistics) with at least 3 years of related work experience
• Complete, end-to-end 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
• 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
• Expertise in IRB PD, LGD, EAD and BAU models such as acquisition, behavioural scorecards
• 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 – especially, logistic regression, linear regression, decision trees
• Strong technical skills, highly proficient SAS, SQL, Python and/or R skills

Ideally, you’ll also have

• Certifications such as FRM, CFA, PRM
• Knowledge in Machine Learning models and their applications
• Experience in development and/or validation of other financial (e.g., operational, climate, market, and liquidity) risk models
• Effective project management and teamwork skills

What we look for

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.

What we offer

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 ever-expanding ecosystem of people, learning, skills and insights that will stay with you throughout your career.

• Continuous learning: You’ll develop the mindset and skills to navigate whatever comes next. 
• Success as defined by you: We’ll provide the tools and flexibility, so you can make a meaningful impact, your way. 
• Transformative leadership: We’ll give you the insights, coaching and confidence to be the leader the world needs. 
• Diverse and inclusive culture: You’ll be embraced for who you are and empowered to use your voice to help others find theirs. 

About EY

EY | Building a better working world

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets. 

Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate. 

Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.

If you can demonstrate that you meet the criteria above, please contact us as soon as possible.

The exceptional EY experience. It’s yours to build.