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EY Consulting – Financial Services, Financial Risk Management (Quant Model/Credit Risk/Climate Risk) – Senior Associate / Manager in Hong Kong, China

Consulting – Financial Services, Financial Risk Management (Quant Model/Credit Risk/Climate Risk) – Senior Associate / Manager

Consulting

Requisition # HON003CI

Post Date Apr 21, 2021

We are the only professional services organization who has a separate service line dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to provide a global perspective. Aligned to key industry groups including Wealth and Asset Management (WAM), Banking and Capital Markets, Insurance and Private Equity, we provide highly integrated consulting, assurance, tax, and strategy and transactions services.

The opportunity

The EY Financial Services Business Consulting team is continuing to grow and develop appropriate propositions aligned to market needs and demand, in particular in the space of pensions including MPF, ORSO and other pension products to provide regulatory and strategic advice to our clients in the industry. With the upcoming changes in the MPF industry and the planned launch of eMPF platform along with other related initiatives, it is an exciting time to be a part of one of the leading consultants in the industry to support the evolving MPF ecosystem. As a part of our team, you will provide a highly integrated broad array of consulting services to leading providers who offer various pension products including MPF and ORSO. Our product and services include operating model review and design, Enterprise Risk, Regulatory Compliance, Operational Risk, Governance and oversight, and Product Design.

With so many offerings, you can develop your career through a broad scope of engagements with multiple clients across the industry, mentoring and formal learning. That’s how we develop outstanding leaders who team to deliver on our promises to all our stakeholders, and in so doing, play a critical role in building a better working world for our people, for our clients and for our communities.

Your key responsibilities

  • Develop, implement, validate and maintain models for credit riskmeasurement and management for different segments of banks portfolios

  • Develop policies, procedures and compile reports such as technicaldocumentation and user requirements

  • Monitor, back test and report performance of quantitative models

  • Work closely with relevant stakeholders to ensure adherence to thegovernance framework for model deployment and ensure timely closure

Requirements

To qualify for the role, you must have

  • Master or Bachelor degree holder with major in Mathematical,Engineering, Statistical, Quantitative Finance, Computer Science orArtificial Intelligence

  • Sound knowledge in statistical, quantitative analysis and data baselanguage, strong background in programming languages (i.e., Python, SAS,R, SQL)

  • Experience with deep learning tools such as Keras, TensorFlow,PyTorch, & MXNet

  • Proficient in Microsoft Excel, PowerPoint and Word

  • Excellent communication and presentation skills, good command ofwritten and spoken Chinese and English

  • Ability to work collaboratively with team members and to workindependently

  • Ability to multi-task, prioritize workload and meet deadlines

Skills and attributes for success

  • Knowledge and practical experience with data analytics, mathematicalmodeling and financial risk management methodologies

  • Knowledge and practical experience with risk modelling and riskanalysis, capital management, credit risk modelling (PD/LGD/EAD), IFRS 9,stress testing, climate risk management, capital adequacy assessment,econometric models, economic models (such as Integrated Assessment Modeland Computable General Equilibrium models), and BASEL/HKMA/CBIRC/PRA/TCFDrequirements

  • Knowledge and practical experience with data wrangling,visualization, machine learning and statistical techniques such asregression models, decision trees, random forests, gradient boosting,support vector machines, clustering and topic models

  • Able to adapt quickly and manage an environment of rapid change anddevelopment, and lead others through this process

  • Someone who thinks out-of-the-box while developing models, reports ordata code to solve challenging problems

What working at EY offers

  • Support, training, coaching and feedback from some of the mostengaging colleagues around

  • A variety of roles and client experiences, you will have theopportunity to work on multiple client projects solving complex problemsacross financial services

  • Opportunities to develop new skills and progress your career

  • The freedom and flexibility to handle your role in a way that’s rightfor you

If you can confidently demonstrate that you meetthe criteria above, please contact us as soon as possible.

Join us in building a better working world.

Apply now.

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