As a Manager in Credit Risk Quantitative Analysis, you will be responsible for developing sophisticated quantitative models to assess and predict credit risk across various financial instruments and portfolios. Your primary responsibilities will include designing advanced statistical models, conducting complex risk assessments, and providing strategic insights to support financial decision-making.
The ideal candidate will possess a strong academic background in mathematics, statistics, or financial engineering, with extensive experience in credit risk modeling. You should demonstrate advanced proficiency in statistical programming languages like Python or R, have deep understanding of financial risk methodologies, and possess excellent analytical and problem-solving skills. A PhD or Master's degree in a quantitative field is typically required, along with proven experience in developing predictive credit risk models.
EY offers a competitive compensation package for this role, including opportunities for professional development, exposure to complex financial challenges, and working with a global team of experts. The position provides a chance to work at the forefront of financial risk analysis, with potential for career growth and significant impact in the financial services industry.
