Experienced Professionals in Quantitative Credit Risk Management

Experienced Professionals in Quantitative Credit Risk Management

Advisory

Requisition # GRE000K2

Post Date Apr 25, 2018

At EY we support you in achieving your unique potential both personally and professionally. We give you stretching and rewarding experiences that keep you motivated, working in an atmosphere of integrity and teaming with some of the world’s most successful companies. And while we encourage you to take personal responsibility for your career, we support you in your professional development in every way we can. You enjoy the flexibility to devote time to what matters to you, in your business and personal lives. At EY you can be who you are and express your point of view, energy and enthusiasm, wherever you are in the world. It’s how you make a difference.

**Job purpose**

We are currently seeking highly motivated people to join our Advisory practice, which is a leading provider of services to the banking sector. You will build valued relationships with external clients and internal peers and contribute to the growth of our team. Bringing experience and insight on one or more disciplines, you will shape solutions to a range of client challenges in the area of quantitative credit risk management. Working in this creative environment, you will be given the opportunity to take responsibility and work on challenging projects for major clients in Greece as well as major financial institutions abroad.

**Requirements**

+ Excellent academic background, including a bachelor and a master degree in Statistics, Mathematics, Econometrics, Engineering, Operational Research, Economics, Finance, Computer Science or other related field with strong quantitative focus. Ph.D. will be considered an asset.

+ Professional experience, ranging from limited to extensive for respective positions, with focus on one or more of the following:

+ Development and validation of credit risk models (scoring and rating models, PD, LGD, IRB, stress testing, impairment & IFRS 9, etc.).

+ Credit policies and processes, credit risk data and related financial institutions’ regulatory and accounting requirements.

+ Programming for quantitative analysis and data mining (e.g. using SAS, SPSS, R).

+ Willingness to learn and continuously expand technical and business skills.

+ Strong written and verbal communication, presentation and writing skills in English and Greek. Knowledge of additional languages will be considered an asset.

+ Excellent interpersonal skills and ability to work effectively within a team.

+ Strong analytical, problem solving and critical thinking skills.

+ Project management skills.

+ Willingness and ability to travel and work abroad for international projects.

+ Completed military obligations (where applicable).