Quantitative Manager in Credit Risk Management – Financial Services EMEIA FSO, Zurich 80-100%
View: 212
Update day: 26-03-2024
Location: Thurgau TG Schwyz SZ Zug ZG Zürich ZH St. Gallen SG Uri UR Basel-Landschaft BL Graubünden GR Appenzell Ausserrhoden AR Luzern LU Other Jura JU Schaffhausen SH Solothurn SO Basel-Stadt BS Neuchâtel NE Glarus GL Ticino TI Aargau AG
Category: Finance / Bank / Stock Sales
Industry: Accounting Financial Services
Job type: Full-time
Job content
In a world that’s changing faster than ever, our purpose acts as our ‘North Star’ guiding our more than 300,000 people - providing the context and meaning for the work we do every day. In doing so, we play a critical role in building a better working world for our people, clients and communities. Thanks to our innovative services in auditing, tax consulting as well as transaction and management consulting, we proudly lead our clients into the future.As the only one of the Big 4 with a specialist cross-border practice dedicated to the Financial ServicesSector, we offer our clients seamless, consistent and high-quality services around the globe.
Our Consulting business offers a broad range of functional and cross-country services dedicated to providing high-value and trusted advice to clients, with a specific focus on business transformation programs in the Financial Services industry.
We are currently looking for a motivated and committed Senior Consultant / Manager with a specialization in credit risk modeling to further strengthen our practice within the FSO Consulting Risk Management team in Zurich.
What you can expect - enriching experiences that will last a lifetime
- Engage in consulting engagements where you will support our clients (financial institutions ranging from leading global market players to more regional focused institutions) in challenges related to credit risk modeling and management as well as further financial and non-financial risks. Topics range from the development or review of quantitative models applied for regulatory purposes, financial accounting or business steering to firm-wide model risk management, with approaches including advanced analytics and innovative machine learning techniques. We also support our clients with advice regarding the setup of risk functions or overall risk frameworks.
- Perform regulatory audit mandates where you will review financial risk models on behalf of the national regulator to assess compliance with regulatory requirements.
- Support financial audit mandates where you will contribute specialist expertise in the assessment of all kinds of risk-related models, the valuation of corresponding accounting estimates or the application of advanced analytics.
- Depending on your experience, take on team and/or project management responsibilities.
- Develop your technical and leadership skills by gaining experience in diverse projects as well as through internal and external training opportunities.
- A Master of Science or PhD in mathematics, physics, statistics, econometrics or other relevant quantitative field
- 3-5 years of relevant professional experience in a consulting environment, a model development or validation team in the financial industries
- Strong quantitative skills, in particular deep understanding of quantitative modeling techniques, with practical experience in credit risk (Basel III - IRB, IFRS9)
- Ideally additional knowledge and experience in further risk types and/or advanced quantitative finance topics, e.g. counterparty credit risk / exposure simulation
- Good IT and programming skills, with practical experience in languages such as Python, R, VBA, SQL
- A strong interest in taking responsibility, developing technical excellence and advancing innovative approaches in credit risk modeling and management
- Key success factors team player, goal-oriented, commitment, quick understanding, analytical and organizational skills, as well as project management skills;
- In an international environment, a proficient level of business English is a prerequisite; fluency in German is a clear plus.
- International multi-cultural team of highly motivated professionals
- Constant personal development with a steep learning curve - a system of trainings, mentoring, counselling and on-the-job learning
- Modern working environment and equipment, fostering mobile working flexibility
- Transparent performance-based recognition and progression system
- Acquire a fully accredited corporate MBA (EY Tech MBA) from Hult International Business School, whilst working with EY, completely free*
- exception of EY contractors, interns and alumni.
Make the next step and apply for this position online. Ref. No ZUR001JC. For further information please contact our recruitment team (recruitment.switzerland@ey.com / +41 58 286 33 66).
Deadline: 10-05-2024
Click to apply for free candidate
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