Primary responsibilities include developing, reviewing, and assessing credit risk models, performing analytical testing around models in credit risk spaces like IRB and stress testing, drafting client reports, contributing to business development, and collaborating on internal solutions and workstreams.
Required experience includes a strong quantitative academic background (Engineering, Finance, Math, Physics preferred), extensive credit risk knowledge, prior model development and validation experience, proficiency in programming languages like Python, SAS, SQL, and R, and demonstrated capabilities in technical problem-solving and complex financial risk analysis.
EY offers a competitive compensation package with comprehensive benefits, including continuous learning opportunities, flexible working arrangements, transformative leadership development, and an inclusive culture that empowers professionals to make meaningful impacts in the financial services industry.
