Risk Consulting - MENA FSRM- Credit Risk - Senior Consultant
Ernst Young · Kochi · onsite · Posted 44d ago
Undisclosed3–8 yrsfulltimeSourced from
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About this role
Divisional Overview
- EY GDS Risk Consulting 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.
- EYs MENA Financial Services Risk Management (FSRM) team, part of the EY GDS Risk Consulting Practice, delivers tailored risk solutions to help clients identify, assess, manage, and monitor a range of financial and regulatory risks. These include market (trading book), credit (banking book), operational, and regulatory risks arising from trading, asset-liability management, capital management, and broader capital markets activities. The division is ideal for collaborative individuals who have strong ethics and attention to detail.
- Within FSRM, the Credit Risk (CR) team focuses on supporting clientsranging from large domestic banks to global financial institutionsin implementing strategic, functional, and regulatory transformations across credit risk management within their banking book portfolios.
- You will work within different sized, multi-disciplinary teams and play a key role in ensuring high quality outputs and service to our clients. The role involves developing knowledge and implementing new solutions to meet the ever-changing needs of our clients. We value intellectual curiosity and a passion for promoting solutions across organizational boundaries.
- Demonstrate deep technical expertise and industry knowledge, particularly in financial products with a focus on lending solutions.
- Design, assessment, and benchmarking of financial risk management policies, frameworks, methodologies covering a range of risk domains such as credit risk, market risk, operational risk, liquidity risk, climate risk, and integrated risk topics viz., capital adequacy and stress testing measurement methodologies in financial institutions (FI)
- Monitor project progress, manage risks, and effectively communicate status, issues, and priorities to key stakeholders to ensure successful outcomes.
- Actively mentor and support the development of junior consultants within the organization.
- Review, analyze, and validate the work completed by junior team members to ensure accuracy and quality
- Adapt to projects involving model audits, validation, and development, demonstrating flexibility and domain knowledge
- Graduate or Masters degree in a technical or quantitative discipline such as Engineering, Mathematics, Statistics, Physics or equivalent with a minimum of 3 years of relevant experience
- Solid foundation in statistics and econometrics.
- In-depth knowledge of Credit risk model development, validation, audit and/or implementation of the banking book portfolio
- Advanced technical skills, with proficiency in Python, SAS, SQL, R, and Excel.
- Hands-on experience in data preparation, manipulation, and consolidation.
- Strong documentation skills, with the ability to quickly grasp complex concepts and present them clearly in documents or presentations.
- Strong multi-tasking skills with demonstrated ability to manage expectations and deliver high quality results under tight deadlines and minimal supervision.
- Professional certifications such as FRM, CFA, PRM, or SCR.
- Knowledge of regulatory modeling (BASEL, CCAR, IF) is preferred
- Exposure to regulatory stress testing processes around credit risk & ICAAP
- Exposure to Interest Rate Risk in Banking Book (IRRBB)
- Experience in data/business intelligence (BI) reporting.
- Familiarity with machine learning models and their practical applications.
- Willingness to travel for client engagements
Sourced from naukri
Skills
data preparationCFAfinancial risk managementcapital managementauditsInterest Rate RiskICAAPEconometricsCCARFinancial ProductsBankingCapital Marketscredit riskFinancial ServicesfinanceBusiness IntelligenceGDSArtificial Intelligence
About Ernst & Young
Ernst Young
Management Consulting
44k+
employees
2002
24 years old
Gurgaon / Gurugram, Haryana
India
₹15.3L PA avg
Avg at Ernst & Young
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