Senior Associate - Credit Risk
The opportunity
We are looking to expand our Quantitative Advisory Services (QAS) team by recruiting suitably qualified and experienced individuals. QAS focusses on providing credit risk, market risk and data science solutions to banking, insurance and other corporate clients. Our services cover statutory, regulatory and other quantitative areas from both a consulting and an assurance perspective.
Your key technical responsibilities
- The successful applicant will work within a team which offers our clients advice and hands on assistance with issues such as:
- - The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9
- - The design, review and validation of Basel IRB models
- - Credit impairment assessment and due diligence reviews
- - Creation of data visualisations, generating in-depth insights
- - Design and review of credit risk pricing models
- - Design and review of economic capital models
Your client and business responsibilities
- Participate in client engagements
- Assist with the build and delivery of client solutions, based on knowledge of clients’ agendas
- Develop informed views for clients on the implications of current and anticipated industry issues
- Assist with new business sales through proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaigns
- Maintain an educational program to continually develop your own personal skills
To qualify for the role, you must have:
- Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree
- Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
- A minimum of 3 – 4 years relevant working experience
- Proficiency in SAS, R or Python
What working at EY offers
- Support, coaching and feedback from some of the most engaging colleagues around
- Opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that’s right for you
About EY
As a global leader in assurance, tax, consulting, strategy and transaction services, we hire and develop the most passionate people in their field to help build a better working world. This starts with a culture that believes in giving you the training, opportunities and creative freedom to make things better. So that whenever you join, however long you stay, the exceptional EY experience lasts a lifetime.