Senior Risk Consultant (Credit Risk Modelling)
at Ernst & Young
Posted 4 days ago
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- Compensation
- Not specified
- City
- Bucharest
- Country
- Romania
Currency: Not specified
As a member of EY's Consulting team, you will deliver risk solutions to financial services clients (banks, capital markets, insurance), focusing on credit risk modelling, IFRS 9 implementation, end-to-end risk reviews, and regulatory assessments such as ECL, ICAAP and ILAAP. The Senior Risk Consultant will apply statistical modeling and machine learning to credit risk, risk management and regulatory topics, collaborating with risk management, regulatory, data science, and advisory professionals. You will develop and validate credit risk models and parameters, use predictive analytics and ML techniques, and cleanse and verify data, while guiding staff and providing on-the-job training and feedback.
The Opportunity
As a member of our Consulting team, you will work within teams to deliver Risk Solutions to our financial services clients (banks, capital markets, insurance etc.) covering but not limited to credit risk modelling, IFRS 9 implementation, end-to-end credit and operational risk review, IFRS 9 ECL review, ICAAP and ILAAP reviews etc.
Senior Risk Consultant comes with a credit risk backgrounds and apply statistical and machine learning models to business issues, risk management and regulatory topics.
As a member of our team, you’ll work in a highly collaborative environment with risk management experts, regulatory experts, data science practitioners and advisory professionals using statistical modeling and machine learning.
Skills and attributes for success
- Exposure to VBA, R-studio, Python, SQL and other data analysis tools
- Ability to work in a fast-paced, dynamic environment and adapt to changing priorities
- Resourceful team player with a positive attitude to work, enthusiasm for learning, good presentation skills and ability to work with minimal supervision
- Exceptional analytical, problem-solving, and proven project management skills
Your key responsibilities
Developing and validating credit risk models and parameters
Use predictive analytics and machine learning techniques
Process, cleanse and verify the integrity of data used
Provides guidance to assist staff in reaching their full potential (willingly addresses questions, contributes constructive on-the-job feedback and training, conducts meaningful and timely performance reviews).
What working at EY offers
We will fuel your ambition and potential with future-focused skills development that equips you with state-of-the-art methodologies and technology-enabled solutions
At EY, you’ll learn A LOT through experience, on a variety of projects for a diverse range of BIG clients
Get free certifications (ACCA) and enjoy national & international training
Get extra vacation days when public holidays fall on a weekend
Join an EY Community and practice your hobby with your colleagues off-work
Get plenty of discounts, perks and medical coverage
Free access to Udemy, EY Badges
Bookster library
Medical subscription for employees and family members (wife/husband/children)
Life & accident insurance
EAP – Employee Assistance Program - Short term confidential counselling services for you and those who live with you
Are you ready to shape your future with confidence? Apply today.
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