EY Türkiye – Credit Risk Senior Consultant
- İstanbul
- Kontrat
- Tam zamanlı
- A relevant university degree, preferably in finance, mathematics, statistics, economics, engineering or a related discipline; an MBA or MS preferred
- At least 3 years of relevant experience in banking/capital markets at a commercial bank with a well developed credit risk management infrastructure or comparable experience working as an advisor to a financial services company
- Experience in the areas of credit risk management, risk rating systems, model validation, IFRS 9 impairment models, Basel IV, climate related financial risks, regulatory capital and/or capital markets
- Experience in the areas of credit decision systems, credit risk and collection strategies, limit and income estimation models
- Strong analytical and problem solving skills and demonstrated knowledge in credit risk measurement and management
- Experience in any of the following software development environments: R/Python/SQL/SAS etc.
- Broad consulting and project management skills, effective written and oral communication skills,
- Credit risk modelling and validation (incl. Probability of Default and Loss Given Default estimation)
- Quantitative methods and tools supporting credit risk measurement
- IFRS 9, Basel IV, BRSA guidelines and other regulatory requreiments
- Climate related financial risks
- Credit decision system design & implementation
- Credit policy development and process enhancement
- Credit risk monitoring and early warning systems
- Credit risk measurement (asset and portfolio level)
- Regulatory reporting
Vacancies in Turkey