EY is seeking experienced quantitative experts in credit risk modeling with at least 3 years of professional experience. The role involves working within the Financial Services Office (FSO) department, focusing on complex financial modeling, risk assessment, and transformation projects for financial institutions.
Primary responsibilities include working on transformation projects related to regulatory changes, developing and validating financial models for credit risk, market risk, and counterparty risk, and supporting various EY departments with quantitative expertise.
Required experience includes a degree in engineering or university studies specializing in stochastic calculation, statistics, or data science. Candidates must have at least 3 years of professional experience in financial environments like banking, insurance, or asset management, with strong analytical and communication skills.
EY offers a dynamic work environment with opportunities to work on innovative projects, interact with major financial institutions internationally, and be part of a global organization with 365,000 professionals across 150 countries. The role provides exposure to cutting-edge financial technologies and methodologies.
