Add office photos
i
Ernst & Young
Compare
All Filters
2220 Ernst & Young Jobs
Senior - Quantitative Banking Books
Ernst & Young
posted 4hr ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- Demonstrate deep technical capabilities and industry knowledge of financial products
- Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the clients business
- Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes
- Play an active role in mentoring junior consultants within the organization
- Required to review, analyze and concur with tasks completed by junior staff.
- Postgraduate (masters in accounting, finance, economics or a related field) with at least 3 years of related work experience
- Complete, end-to-end understanding of credit risk model development, validation and implementation for the banking book portfolio.
- Knowledge of Credit Risk and Risk Analytics techniques is desirable.
- Should have hands on experience in data preparation and consolidation.
- Strong background in Basel regulatory requirements within model development/validation domain
- Expertise in PD, LGD, EAD models
- Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document.
- Strong background in statistics and econometrics. Specially- Logistic regression, Linear regression.
- Strong technical skills, highly proficient SAS (Advanced SAS w SAS SQL, macros), SQL, R excel skills (SAS Certification preferred)
- Certifications such as FRM, CFA, PRM
- Good to have knowledge in Machine Learning models and its applications.
- Willingness to travel to meet client needs
- Previous project management experience
Employment Type: Full Time, Permanent
Read full job descriptionPrepare for Senio roles with real interview advice
People are getting interviews at Ernst & Young through
People are getting interviews through
(based on 770 Ernst & Young interviews) What people at Ernst & Young are saying
Rating based on 1 Senio
review
Anonymous · Finance
in Gurgaon/Gurugram
Salary and Perks were good.
No growth.
Read 1 reviewSenio salary at Ernst & Young
What Ernst & Young employees are saying about work life
Ernst & Young Benefits
View more benefits
Compare Ernst & Young with
Deloitte
PwC
EY Global Delivery Services ( EY GDS)
Accenture
Cognizant
TCS
Amazon
Wipro
Capgemini
IBM
Microsoft Corporation
Infosys
KPMG India
Bain & Company
McKinsey & Company
BCG
ZS
Mercer
Willis Towers Watson
Similar Jobs for you
Ernst & Young Bangalore / Bengaluru Office Locations
Karnataka 560016
560001
IT Auditor
1-5 Yrs
₹ 5.5 - 14L/yr
Hyderabad / Secunderabad, Gurgaon / Gurugram, Mumbai
Opportunity at EY For Data Scientist, ML, NLP, Gen AI expertise
1-6 Yrs
₹ 5.5 - 15.5L/yr
Chennai, Bangalore / Bengaluru, Mumbai
Consultant/Sr Consultant
3-8 Yrs
Gurgaon / Gurugram, Bangalore / Bengaluru, Mumbai
Manager - TAX - FS - GCR - Global Compliance & Reporting - Mumbai
4-5 Yrs
Mumbai
