Assurance - Associate / Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist) @ EY

At EY, you’ll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture and technology to become the best version of you. And we’re counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. The opportunity We are looking to grow our Quantitative Analytics and Treasury Services (“QATS”) practice within the Financial Services - Financial Accounting Advisory Services (“FAAS”). More concretely we are looking for credit modelling and quant finance individual to support Assurance teams with with independent quantitative analysis on various financial instruments and model testing used for the purpose of financial reporting. Included are opportunities to develop individual consulting skillsets and to provide services in areas of model governance and frameworks. The service we provide within EY cover a broad spectrum of responsibilities faced with respect to financial instruments valuations and expected credit loss modelling. You will experience ongoing professional development through interactions with internal and external clients. The QATS team at EY uses sophisticated techniques from financial engineering to credit modelling to assist clients to develop risk models for pricing, risk management and regulatory compliance purposes. Your key responsibilities: Credit Modelling Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenging the assumptions and basis of which the components are being derived Employ statistical modelling methodologies in performing validation and produce results to be analyzed from statistical as well as business perspective. Keep updated on industry developments in terms of regulatory requirements and best practice modelling techniques Write high quality model validation reports and/or presentations… Apply To This Job