As a Senior Credit Risk Consultant, you will develop and validate Probability of Default (PD), Loss Given Default (LGD), and Credit Conversion Factor (CCF) models. You will be responsible for implementing Basel III/IV requirements within the risk management framework, ensuring comprehensive compliance with all regulatory aspects. Your key responsibilities include conducting detailed impact assessments of regulatory changes on credit risk profiles and capital requirements.
The ideal candidate will have extensive experience in risk management and financial modeling, with strong analytical and problem-solving skills. You should have experience working in financial institutions or consulting firms, with a deep understanding of credit risk methodologies. Proficiency in statistical tools, data manipulation, and regulatory frameworks is essential. You must be able to collaborate effectively across different teams and provide expert guidance on complex risk management challenges.
EY offers a dynamic and challenging work environment with numerous professional development opportunities. You'll receive free certifications, international training, extra vacation days, and comprehensive benefits including medical coverage, life insurance, and access to learning platforms like Udemy. The role provides an opportunity to work on diverse projects for significant clients, develop your expertise in credit risk management, and contribute to innovative risk assessment strategies.
