Credit Risk Specialist

 As a part of our team 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. You'll also actively contribute to improving operational efficiency on projects and internal initiatives. In line with EY'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 - 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. 

•  Participate in Financial Services Risk Managements engagements
• Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders
• Participate in business development initiatives
• Develop & validate Credit risk models for using PD, LGD & EAD approach at the transactional and overall portfolio level.
• Monitor the changing regulatory climate to proactively assess industry trends and emerging risk events.
• Develop & validate stress testing models for Credit risk using quantitative and qualitative assumptions in line with the regulatory requirements
• Develop thought papers on Credit risk methodologies incorporating the best practices within EY and across the industry. 

 Skills and attributes for success

• Master’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.
• 3-5 years or more related work experience.
• Exposure in handling projects in Quantitative Analytics
• VBA , SQL, SAS, R & Python, Stata
• Strong written and verbal communication skills for report writing and client presentations
• Effective Project management and teamwork skills

What we look for

We believe that you should own and shape your career. But we’ll provide the support and opportunities to develop the skills, knowledge and experience to succeed. The strength of our global network, combined with local empowerment and a relentless focus on winning in specific markets, means you’ll interact and team with individuals from various geographies and sectors. So, whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.