EY FSRM Quant - Senior in Kerala, India

Title: FSRM Quant - Senior

Location: IN-Kerala-Trivandrum

Job Number: GSS0047T

As an FSRM Senior, you'll actively establish, maintain and strengthen internal and external relationships. With guidance from Managers, Senior Managers and other seniors, you'll identify potential business opportunities for Ernst & Young.

Drawing on your knowledge and experience, you'll provide innovative commercial insights for clients; adapt methods and practices to solve complex client problems. You'll also actively contribute to improving operational efficiency on projects and internal initiatives. In line with Ernst & Young's commitment to quality, you'll consistently drive projects to completion and confirm that work is of a high quality.

Your role in leading teams - or parts of teams - on engagements will depend on the size of the engagement. You'll be expected to anticipate and identify risks, and escalate any issues as appropriate. As an influential member of the team, you'll help to create a positive learning culture, coach and counsel junior team members and help them to develop.

Your client responsibilities

  • Participate in FSRM engagements

  • Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders

  • Participate in business development initiatives

  • Build strong internal relationships within Ernst & Young Advisory Services and with other services across the organization

Your people responsibilities

  • Develop people through effectively supervising, coaching, and mentoring staff

  • Conduct performance reviews and contribute to performance feedback for staff

  • Contribute to people initiatives, including recruiting, retaining and training FSRM professionals

  • Contribute to an educational program to continually develop interpersonal and technical skills of staff

  • Understand and follow workplace policies and procedures


Skills Required

  • Bachelor’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline MBA /MS in Finance CFA/FRM.

  • 4-6 years of related work experience.

  • Credit Risk Modelling –PD, LGD and EAD models.

  • SAS EG or E-Miner

  • IFRS 9 models ( macroeconomic models, staging rules, etc)

  • Expertise in handling projects in BASEL II , BASEL III , ICAAP and Stress Testing framework

  • Python/R and VBA

  • Strong written and verbal communication skills for report writing and client presentations

  • Effective leadership, project management and teamwork skills