At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. The role is for a Senior Consultant in the Financial Services Risk Management (FSRM) group, providing solutions to identify, measure, manage and monitor market, credit, operational, and regulatory risks associated with trading, asset-liability management, capital management and other capital markets activities.
Requirements
- Postgraduate (masters in accounting, finance, economics, statistics or a related field) with at least 3 years of related work experience
- End-to-end understanding of model development/validation of AI /ML models
- Ability to assess bias, fairness, explainability and regulatory compliance in AI/ML models
- Strong understanding of AI/ML model risk management, specifically performance testing and ongoing monitoring of AI/ML models
- Strong understanding of AI/ML algorithm (and its mathematical intuition) and ability to clearly explain its advantage over the traditional Statistical Models
- Understanding of existing regulatory guidelines around AI/Machine Learning Model Risk Management
- Knowledge of Credit Risk and Risk Analytics techniques is desirable
- Experience in Credit Risk Modelling within model development/validation for IRB/IFRS 9/Stress Testing/CCAR/CECL/PPNR regulations is preferred
- Strong documentation skills
- Strong background in statistics and econometrics
- Ability to take initiative and work independently with minimal supervision
- Strong technical skills, highly proficient in Advanced Python (Pandas, Scikit Learn, Object Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, excel
- Certifications such as FRM, CFA, PRM, SCR, RAI
- Credit Risk/Regulatory Model Development (IRB, IFRS9, CCAR, CECL, DFAST etc.)
- Proficiency in Java/C++
- Experience in Data/Business Intelligence (BI) Reporting
Benefits
- Flexible work arrangements
- Opportunities for professional growth and development
- Collaborative and inclusive work environment
- Competitive salary and benefits package
