EY is seeking experienced professionals for Risk Consulting roles in Financial Services, focusing on IRB Model Development. Candidates will work on developing, validating, and implementing sophisticated financial risk models across various portfolios in Ireland and the UK.
Primary responsibilities include redeveloping and recalibrating IRB and IFRS9 models for diverse portfolios, preparing and analyzing complex financial data, developing probability of default (PD), loss given default (LGD), and exposure at default (EAD) models, and ensuring adherence to regulatory guidelines.
Candidates must have a Master's degree in Mathematics or Statistics, 4-10 years of experience in IRB and IFRS9 model development, strong leadership and communication skills, proficiency in programming languages like SAS and SQL, and deep understanding of financial risk regulations.
EY offers a comprehensive benefits package including competitive salary, pension, health insurance, flexible working arrangements, professional development opportunities, hybrid working model, free gym membership, wellness programs, and a supportive, inclusive work environment focused on continuous learning and career progression.
