Financial Risk Modeling Expert
Há 2 dias
Job Overview
We are seeking an experienced Financial Risk Modeling Expert to join our team in the Capital Markets division. As a key member of our FSRM team, you will work on a range of regulatory projects, utilizing your technical knowledge and client-facing experience to support prestigious clients in the financial services market.
Main Responsibilities
- Providing a well-integrated array of risk management services for financial institutions with high efficiency and quality;
- SUPPORTING FINANCIAL INSTITUTIONS THROUGH THE DEFINITION OF GOVERNANCE MODELS, POLICIES, PROCESSES AND PROCEDURES IN ACCORDANCE WITH LOCAL, NATIONAL AND GLOBAL REQUIREMENTS;
- Assisting in establishing, monitoring, evaluating and interpreting data with a risk management focus;
- Supporting the implementation of key regulatory requirements and guidelines;
- Developing Probability of Default and Loss Given Default risk rating models for commercial & corporate borrowers;
- Developing time series Stress Test models to support capital planning initiatives;
- Supporting performance monitoring and model validation;
- Performing data manipulation and analysis using SQL, SAS and other tools and present results and recommendations to Credit Risk Management;
- Contributing to the analysis of impairment models;
- Participating in regulatory risk assessment exercises and independent reviews of the applicable prudential framework;
- Identifying risk and/or improvement opportunities;
- Understanding and adhering to the clients' risk and regulatory standards, policies and controls in accordance with the clients' risk Appetite;
- Identifying risk-related issues needing escalation to management;
- Supporting the team management;
- Contributing to the development of the FSRM team acting as mentor and coach to the junior members of the team and leading by example;
- Understanding EY and its service lines and actively assess/present ways to serve clients.
Requirements and Qualifications
- Academic Degree in Management, Economics, Finance, Statistics, Mathematics or similar financial/analytical fields of studies;
- At least 3-4 years of experience in risk management analysis and projects, mainly in banking sector;
- Strong communication, presentation and business and technical writing skills;
- Excellent analytical skills and the confidence to translate complex data into meaningful insights;
- Ability to prioritize effectively on projects and the skills to adapt quickly to new challenges and concepts;
- Technical rigor and attention to detail;
- A strong work ethic;
- Strong problem-solving skills;
- Professional responsibility, confidentiality and integrity;
- Efficient, innovative and team-oriented work environment;
- Dedicated, innovative, resourceful and able to work under pressure;
- Team player and critical thinking;
- Forward thinker and self-starter.
Estimated Salary: €60,000 - €80,000 per annum.
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