Manager - Quantitative Advisory - Credit Risk


EY is looking for a Quantitative Advisory Services Manager to join the Credit Risk team in our Canary Wharf offices.







Description

Our EMEIA Quantitative Advisory Services (QAS) team works closely with other EY financial services risk practitioners, as well as our IT Advisory and Financial Accounting teams, bringing together the range of quantitative modelling and technical skillsets needed to support our clients highly specific and complex requirements. Driven by our strategic growth plans and industry change, our EMEIA QAS team is projected to see year-on-year growth over the next 3 years in our key hubs: the United Kingdom, Germany, France, Italy and Belgium. We offer our clients comprehensive solutions to industry wide challenges, including IFRS 9, Stress Testing, FRTB, and derivative valuation and xVA. As part of our team you will have the opportunity to work with many of the world s leading banks, and to leverage the deep knowledge and wide ranging skills and experience of your QAS colleagues. You will deliver solutions to our clients that support the enhancement of liquidity risk management frameworks, helping to with improve client organizations governance, policies, processes and infrastructures. The successful Quantitative Advisory Services Manager will lead client engagements and internal projects. You will also take the lead in identifying and escalating potential business opportunities for EY on existing engagements. Similarly, you will anticipate and identify risks and raise any issues with senior members of the team. In line with our commitment to quality, you will determine that work is of a high quality and is reviewed by the next-level reviewer. As an influential member of the team, you'll help to create a positive learning culture and will coach and counsel junior team members and help them to develop. Client responsibilities Participate in Quantitative Risk engagements with a Credit Risk focus Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress Assist in preparing reports and schedules that will be delivered to clients and other parties Develop and maintain productive working relationships with client personnel Build strong internal relationships within the advisory practice and across other services People responsibilities Conduct performance reviews and contribute to performance feedback for staff Contribute to people initiatives including recruiting and retaining FSRM professionals Maintain an educational program to continually develop personal skills The person we are looking for: Experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organizations or in the regulation of such institutions. Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent. / Professional Qualification e.g. CQF / CFA / FRM / PRM Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing Knowledge of Credit Risk & Financial Services Regulation - experience in IFRS9 Modelling background Experience in any of the following software development environments: VBA / Java / C++/ SQL / R / Matlab / .NET / SAS