This role involves leading risk engagements focused on credit risk modeling, including supporting banks in regulatory reviews, developing and validating credit models, exploring alternative data and machine learning techniques, and investigating climate risk and ESG impacts on credit risk.
Candidates must have a master's degree in a quantitative field like Physics, Mathematics, Statistics, or Engineering, with 2-5 years of professional experience. Strong technical skills in programming languages like SAS, Python, R, and Matlab are essential, along with deep understanding of quantitative modeling techniques, particularly in credit risk (IRB, IFRS9).
EY offers an exceptional working environment with extensive training, opportunities for professional growth, flexible working arrangements, and the chance to work with a dynamic team of financial services professionals. The role provides access to innovative technologies, international learning opportunities, and a supportive corporate culture committed to helping professionals build successful careers.
