Primary responsibilities include participating in FSRM engagements, managing financial aspects of projects, developing and validating credit risk models using PD, LGD & EAD approaches, monitoring regulatory trends, developing stress testing models, and creating thought leadership papers on credit risk methodologies.
Required experience includes a Master's degree in a quantitative discipline, 3-5 years of related work experience in quantitative analytics, technical proficiency in programming languages like VBA, SQL, SAS, R & Python, and strong communication skills for report writing and client presentations.
EY offers a transformative work environment with continuous learning opportunities, professional development, success defined by individual impact, leadership coaching, and a diverse, inclusive culture. The role provides exposure to global financial services projects and the opportunity to make meaningful contributions to clients' risk management strategies.
