GDS Advisory_FSRM Credit Risk Staff
Ernst & Young Global Limited
Philippines
3h ago

Advisory Services Financial ServicesOffice Financial Services Risk Management (FSRM) Credit Risk Staff

Description

EY's Financial Services Office (FSO) is aunique, industry-focused business unit that provides a broad range ofintegrated services that leverage deep industry experience with strongfunctional capability and product knowledge.

FSO practice provides integratedadvisory services to financial institutions and other capital marketsparticipants, including commercial banks, investment banks, broker-

dealers,asset managers (traditional and alternative), insurance and energy tradingcompanies, and the Corporate Treasury functions of leadingFortune 500 Companies.

The service offerings provided by the FSO Advisory include : market, credit andoperational risk management, regulatory advisory, quantitative advisory,structured finance transaction, actuarial advisory, technology enablement, riskand security, program advisory, and process & controls.

Within EY’s FSO Advisory Practice, the FinancialServices Risk Management (FSRM) group provides solutions that can help FSOclients to identify, measure, manage and monitor the market (trading book),credit (banking book), operational, and regulatory risks associated with theirtrading, asset-

liability management, capital management and other capitalmarkets activities.

Within FSRM, the Credit Risk (CR) team assists clients todesign and implement strategic and functional changes and regulatory changes acrossrisk management within the banking book portfolio.

Clients include largedomestic and global financial institutions and banking organizations.

Key Responsibilities

  • Demonstrate deep technical capabilities and industry knowledge of financial products
  • Demonstrate skills in coding languages such as SAS, R, Python
  • Demonstrate ability to learn and quickly acquire knowledge based on client requirements
  • Take ownership of key components for 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
  • Effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
  • Play an active role in cross collaborating with peers within the organization
  • Qualifications, Certifications andEducation

    Must-have :

    Postgraduate(masters in Statistics, Finance, Economics or a related quantitative field)with experience in relevant field of around 1-2 years

  • Fair 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.
  • Knowledgein either one or all the regulatory requirements within the modeldevelopment / validation domain such as Basel, CCAR, ALLL, IFRS9 and CECL etc.

    Familiarityin PD, LGD, EAD and BAU models such as acquisition, behavior scores.

    Strongdocumentation skills. Required to be adept in quickly grasping key details and summarizingthem in a presentation or document.

    Strongbackground in statistics and econometrics. Specially- Logistic regression,Linear regression.

  • Strong technical skills, proficient in SAS, Python, SQL, R excel skills.
  • Strong communication skills, willingness to learn
  • Good-to-have :

  • Certifications such as FRM, CFA, PRM
  • Good tohave knowledge in Machine Learning models and its applications.

  • Willingness to travel to meet client needs
  • Advisory Services Financial ServicesOffice Financial Services Risk Management (FSRM) Credit Risk Staff

    Description

    EY's Financial Services Office (FSO) is aunique, industry-focused business unit that provides a broad range ofintegrated services that leverage deep industry experience with strongfunctional capability and product knowledge.

    FSO practice provides integratedadvisory services to financial institutions and other capital marketsparticipants, including commercial banks, investment banks, broker-

    dealers,asset managers (traditional and alternative), insurance and energy tradingcompanies, and the Corporate Treasury functions of leadingFortune 500 Companies.

    The service offerings provided by the FSO Advisory include : market, credit andoperational risk management, regulatory advisory, quantitative advisory,structured finance transaction, actuarial advisory, technology enablement, riskand security, program advisory, and process & controls.

    Within EY’s FSO Advisory Practice, the FinancialServices Risk Management (FSRM) group provides solutions that can help FSOclients to identify, measure, manage and monitor the market (trading book),credit (banking book), operational, and regulatory risks associated with theirtrading, asset-

    liability management, capital management and other capitalmarkets activities.

    Within FSRM, the Credit Risk (CR) team assists clients todesign and implement strategic and functional changes and regulatory changes acrossrisk management within the banking book portfolio.

    Clients include largedomestic and global financial institutions and banking organizations.

    Key Responsibilities

  • Demonstrate deep technical capabilities and industry knowledge of financial products
  • Demonstrate skills in coding languages such as SAS, R, Python
  • Demonstrate ability to learn and quickly acquire knowledge based on client requirements
  • Take ownership of key components for 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
  • Effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
  • Play an active role in cross collaborating with peers within the organization
  • Qualifications, Certifications andEducation

    Must-have :

    Postgraduate(masters in Statistics, Finance, Economics or a related quantitative field)with experience in relevant field of around 1-2 years

  • Fair 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.
  • Knowledgein either one or all the regulatory requirements within the modeldevelopment / validation domain such as Basel, CCAR, ALLL, IFRS9 and CECL etc.

    Familiarityin PD, LGD, EAD and BAU models such as acquisition, behavior scores.

    Strongdocumentation skills. Required to be adept in quickly grasping key details and summarizingthem in a presentation or document.

    Strongbackground in statistics and econometrics. Specially- Logistic regression,Linear regression.

  • Strong technical skills, proficient in SAS, Python, SQL, R excel skills.
  • Strong communication skills, willingness to learn
  • Good-to-have :

  • Certifications such as FRM, CFA, PRM
  • Good tohave knowledge in Machine Learning models and its applications.

  • Willingness to travel to meet client needs
  • Apply
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