EY FS-BC-FSRM-QBB Credit Risk Senior in Trivandrum, India
FS-BC-FSRM-QBB Credit Risk Senior
Requisition # BLR007YD
Post Date Oct 05, 2020
EY is a global leader in assurance, tax, transaction and advisory services. The insights and quality services we deliver help build trust and confidence in the capital markets and in economies the world over. We develop outstanding leaders who team to deliver on our promises to all of our stakeholders. In so doing, we play a critical role in building a better working world for our people, for our clients and for our communities.
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EY Global Delivery Services (GDS) Assurance practice supports global EY client–serving teams with their reviews across industry sectors, including financial services, manufacturing and technology, among others. Through the right multidisciplinary team of professionals with the sector knowledge and subject matter expertise, EY GDS Assurance enables EY client teams in over 30 countries to help world’s leading companies meet their audit requirements.
Technical skills requirements: Credit Risk Modelling and ICAAP Model development.
Bachelor’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.
4 years or more related work experience.
Credit Risk Modelling –PD, LGD and EAD models.
SAS EG or E-Miner
IFRS 9 Modelling ( 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
Independently handle teams and projects
Effective leadership, project management and team management skills