Job specifications:

Consultant – FSRM - Credit Risk

FY19
Consultant – Financial Services Risk Management – Credit Risk
LI
Our Financial Services Risk Management (FSRM) practice focuses on financial services risk
management, regulatory, quantitative, technology backgrounds. The breadth of experiences
of FSRM professionals enables the practice to coordinate the delivery of a broad array of risk
management services to capital market participants throughout the world in a well integrated
manner.

Within FSRM, the Credit Risk and Capital Management Advisory team assists clients in
addressing various credit risk measurement and management challenges that range beyond
traditional methodology design, ownership and ongoing surveillance roles. These also include
more strategic governance issues, portfolio management and reporting, and technology and
people processes.

The opportunity

Our FSRM team is a fast-moving, high-growth area with huge potential. It offers variety,
challenge, responsibility and the opportunity to realize your leadership potential.

Your key responsibilities

Client Related

 Participate in large scale client engagements

 Consistently deliver quality client services
 Drive high-quality work products within expected timeframes and on budget
 Monitor progress, manage risk and ensure key stakeholders are kept informed about
progress and expected outcomes
 Stay abreast of current business and industry trends relevant to the client's business
 Identify new business opportunities
 Understand the firm and its service lines and actively assess/present ways to serve
clients
 Develop and maintain long-term client relationships and networks
 Develop relationships with team members across all the firms’ practices to serve client
needs
 Advise clients on a number of credit risk and capital related topics. These areas include:
o Application Scorecards, Behavioral scorecards, rating models, cash flow
simulation models
o PD, LGD &EAD models
o Application of analytics in loan life cycle in customer analytics, collections,
recoveries, retention etc.
o Portfolio loss rate forecasting etc.
o Economic capital modeling, stress testing models development
o IFRS9 Model Validation and review support on audit assignments
o Development, implementation or review of IFRS 9 frameworks/systems/tools
o Support on credit monitoring and early warning signal systems
o Review & Development of ICAAP documents/framework
o Development of credit and credit risk policies/procedure documents

Skills and attributes for success

 Strong experience of statistical modeling in atleast one of the following tools/languages is

preferable
o SAS Base/EG/E-miner
o R/S-Plus

Con – FSRM – Credit Risk 2 FY 19

 o Matlab
o SPSS
 Strong Excel/VBA skills is a must.
 Ability to explain complex frameworks/statistical models to senior management.
 In addition to core competencies in credit risk measurement and management, a
thorough understanding of some or all of the following would be an asset:
o Credit lifecycle within a commercial bank
o Credit risk management infrastructures
o Economic capital and RAPM
o Integration of economic capital into performance measurement frameworks
(e.g. Risk Adjusted Return on Capital (RAROC), Shareholder Value Added
(SVA)
o Enterprise Risk Management

To qualify for the role you must have

 A bachelor's degree and approximately 3 years of related work experience; or a master's

degree and approximately 2 years of related work experience
 A degree in engineering, Statistics or Econometrics or a related discipline; an M.Stat is
preferred
 2- 8 years of relevant work experience
 Experience of working in the credit risk/credit/ERM domain

Ideally you’ll also have

 Strong communication, facilitation, relationship-building, presentation and negotiation

skills.
 Be highly flexible, adaptable, and creative.
 Broad consulting and project management skills, effective written and oral communication
skills
 Willingness to travel to meet client needs

What we look for

People with the ability to work in a collaborative way to provide services across multiple client
departments while adhering to commercial and legal requirements. You will need a practical
approach to solving issues and complex problems with the ability to deliver insightful and
practical solutions.

What working at EY offers

EY is committed to being an inclusive employer and we are happy to consider flexible working
arrangements. We strive to achieve the right balance for our people, enabling us to deliver
excellent client service whilst allowing you to build your career without sacrificing your
personal priorities. While our client-facing professionals can be required to travel regularly,
and at times be based at client sites, our flexible working arrangements can help you to
achieve a lifestyle balance.

About EY
As a global leader in assurance, tax, transaction and advisory services, we’re using the
finance products, expertise and systems we’ve developed to build a better working world.
That starts with a culture that believes in giving you the training, opportunities and creative
freedom to make things better. Whenever you join, however long you stay, the exceptional EY
experience lasts a lifetime. And with a commitment to hiring and developing the most
passionate people, we’ll make our ambition to be the best employer by 2020 a reality.

Con – FSRM – Credit Risk 3 FY 19