Senior Consultant, Credit Risk

About the role

EY GDS Risk Consulting's MENA Financial Services Risk Management (FSRM) Credit Risk team helps banks design and implement credit risk policies, model validation and regulatory transformations. The Senior Consultant will lead risk framework design, conduct model audits, mentor junior staff and communicate project status to stakeholders. Based in Kochi, India with flexibility to work from other locations as needed, travel to client sites is required.

What you’ll do

• Design and assess financial risk management policies and frameworks
• Monitor project progress and communicate status to stakeholders
• Mentor junior consultants and review their work
• Conduct model audits, validation, and development
• Analyze credit risk, market risk, operational risk, liquidity and climate risk

What you’ll bring

• 3+ years relevant experience
• Proficiency in Python, SAS, SQL, R, Excel
• Solid foundation in statistics and econometrics
• Experience with credit risk model development and validation
• Knowledge of Basel, CCAR, IFRS9
• Familiarity with machine learning models
• Strong documentation and presentation skills
• Willingness to travel

Nice to have

• FRM
• CFA
• PRM
• SCR

Skills

Education

Graduate or Master's