Back to jobsParticipate in, and lead Risk engagements, with the focus credit risk modeling, including the link with accounting (e.g. IFRS 9)
You participate in engagements in the Risk practice, in the quantitative space, both from an advisory and an assurance perspective
Support banks in preparing for regulatory reviews, or help them mitigate model weaknesses
Assist banks in any stage of the model life cycle (developing new models, backtesting, independent validation of credit models, …)
In the context of market risk and (derivative) valuation models typical tasks are:
Explore and exploit the potential of alternative data and machine learning techniques to help financial institutions bring their credit modelling to the next level
Investigate the impact of climate risk and ESG aspects in general on credit risk
Contribute to the standardization and automation of the model development and model validation process
Understand our full range of service offerings and actively identify and develop new opportunities to address emerging client needs
You coordinate the workload in various projects, and develop productive working relationships with internal and external clients
You prepare concise, complete and convincing reports on the work done, and present it to more senior colleagues and clients
You act as a team member, coaching and supervising junior staff, seeking guidance from senior colleagues as needed, and keeping everybody informed on the progress of the assignment.
Job Description
- Develop and apply EY tools & models
- Participate to model development and model validation exercises
- Identify new areas for further development of EY tools & models, including the innovative application of machine learning in this application domain
- Assess the impact of climate risk and ESG considerations in general on market risk and (derivative) valuation model