Manager / Senior Manager - Credit Risk (EY RDS)

About the role

EY is recruiting a Manager or Senior Manager for its Financial Services Risk Management - Quantitative Advisory Services (QAS) team, focusing on credit risk. The role covers credit risk modelling, model validation and advanced analytical solutions for credit decisioning, supporting large South African financial services clients in banking, insurance and corporate treasuries.

Key responsibilities

• Help develop and lead a team advising clients on credit risk modelling, model validation, impairment assessments, due diligence and Basel internal rating-based models
• Design and review credit risk decisioning and pricing models, and build predictive models, ML algorithms and advanced analytics solutions
• Create data visualisations and insights, and produce thought leadership material
• Lead FSRM client engagements and build long-term relationships with key stakeholders
• Develop client solutions, advise on industry trends and generate new business through account management and sales campaigns
• Supervise, coach and mentor junior staff, run performance reviews and contribute to recruiting, retention and training

Required profile

• Masters (MComm / MSc / MPhil) or Honours degree in a quantitative field such as computer science, engineering, actuarial science, statistics or mathematics
• 5 to 8 years of relevant experience
• Professional qualification (CFA / FRM / PRM / FIA / FASSA/CERA) is a plus

Required skills

• Sound understanding of quantitative methods applied to financial risk management
• Advanced knowledge of statistical and machine learning techniques (regression, decision trees, clustering, neural networks)
• Proficiency in MS Office; SAS programming is preferable
• Experience validating credit risk models (PD, LGD, EAD, ECL) under IFRS 9 and Basel models is a plus

What we offer

• Work with industry experts across multiple engagements and clients in financial services
• In-house learning platforms and an external FS Risk study policy
• Ongoing mentoring and support for career growth