Consulting – Financial Services, Financial Risk Management–Senior Associate / Manager
Consulting – Financial Services, Financial Risk Management (Quant Model/Credit Risk/Climate Risk) – Senior Associate / Manager
We are the only professional services organization who has a separate service line dedicated exclusively to the financial services marketplace. Join Financial Services (FSO) and you will work with multi-disciplinary teams from around the world to provide a global perspective. Aligned to key industry groups including Wealth and Asset Management (WAM), Banking and Capital Markets, Insurance and Private Equity, we provide highly integrated consulting, assurance, tax, and strategy and transactions services.
The EY Financial Services Business Consulting team is continuing to grow and develop appropriate propositions aligned to market needs and demand, in particular in the space of pensions including MPF, ORSO and other pension products to provide regulatory and strategic advice to our clients in the industry. With the upcoming changes in the MPF industry and the planned launch of eMPF platform along with other related initiatives, it is an exciting time to be a part of one of the leading consultants in the industry to support the evolving MPF ecosystem. As a part of our team, you will provide a highly integrated broad array of consulting services to leading providers who offer various pension products including MPF and ORSO. Our product and services include operating model review and design, Enterprise Risk, Regulatory Compliance, Operational Risk, Governance and oversight, and Product Design.
With so many offerings, you can develop your career through a broad scope of engagements with multiple clients across the industry, mentoring and formal learning. That’s how we develop outstanding leaders who team to deliver on our promises to all our stakeholders, and in so doing, play a critical role in building a better working world for our people, for our clients and for our communities.
Your key responsibilities:
- Develop, implement, validate and maintain models for credit risk measurement and management for different segments of banks portfolios
- Develop policies, procedures and compile reports such as technical documentation and user requirements
- Monitor, back test and report performance of quantitative models
- Work closely with relevant stakeholders to ensure adherence to the governance framework for model deployment and ensure timely closure
To qualify for the role, you must have:
- Master or Bachelor degree holder with major in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science or Artificial Intelligence
- Sound knowledge in statistical, quantitative analysis and data base language, strong background in programming languages (i.e., Python, SAS, R, SQL)
- Experience with deep learning tools such as Keras, TensorFlow, PyTorch, & MXNet
- Proficient in Microsoft Excel, PowerPoint and Word
- Excellent communication and presentation skills, good command of written and spoken Chinese and English
- Ability to work collaboratively with team members and to work independently
- Ability to multi-task, prioritize workload and meet deadlines
Skills and attributes for success:
- Knowledge and practical experience with data analytics, mathematical modeling and financial risk management methodologies
- Knowledge and practical experience with risk modelling and risk analysis, capital management, credit risk modelling (PD/LGD/EAD), IFRS 9, stress testing, climate risk management, capital adequacy assessment, econometric models, economic models (such as Integrated Assessment Model and Computable General Equilibrium models), and BASEL/HKMA/CBIRC/PRA/TCFD requirements
- Knowledge and practical experience with data wrangling, visualization, machine learning and statistical techniques such as regression models, decision trees, random forests, gradient boosting, support vector machines, clustering and topic models
- Able to adapt quickly and manage an environment of rapid change and development, and lead others through this process
- Someone who thinks out-of-the-box while developing models, reports or data code to solve challenging problems
What working at EY offers
- Support, training, coaching and feedback from some of the most engaging colleagues around
- A variety of roles and client experiences, you will have the opportunity to work on multiple client projects solving complex problems across financial services
- Opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that’s right for you
If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.
Join us in building a better working world.
For further information, and to apply, please visit
our website via the “Apply” button below.