Risk Consulting - MENA FSRM- Credit Risk - Senior Consultant

Join EY and help to build a better working world. As a Risk Consulting – MENA FS Risk – Credit Risk - Senior Consultant, you will work within different sized, multi-disciplinary teams and play a key role in ensuring high quality outputs and service to our clients. The role involves developing knowledge and implementing new solutions to meet the ever-changing needs of our clients.

Requirements

• Graduate or Master’s degree in a technical or quantitative discipline such as Engineering, Mathematics, Statistics, Physics or equivalent with a minimum of 3 years of relevant experience
• Solid foundation in statistics and econometrics.
• In-depth knowledge of Credit risk model development, validation, audit and/or implementation of the banking book portfolio
• Advanced technical skills, with proficiency in Python, SAS, SQL, R, and Excel.
• Hands-on experience in data preparation, manipulation, and consolidation.
• Strong documentation skills, with the ability to quickly grasp complex concepts and present them clearly in documents or presentations.
• Strong multi-tasking skills with demonstrated ability to manage expectations and deliver high quality results under tight deadlines and minimal supervision.
• Professional certifications such as FRM, CFA, PRM, or SCR.
• Knowledge of regulatory modeling (BASEL, CCAR, IFRS9) is preferred
• Exposure to regulatory stress testing processes around credit risk & ICAAP
• Exposure to Interest Rate Risk in Banking Book (IRRBB)
• Experience in data/business intelligence (BI) reporting.
• Familiarity with machine learning models and their practical applications.
• Willingness to travel for client engagements

Benefits

• 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.