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FSO - Risk Consulting - FSRM (Model Quant for Credit & Climate) - Manager - Hong Kong

EY

FSO - Risk Consulting - FSRM (Model Quant for Credit & Climate) - Manager - Hong Kong

EY

·

On-site

·

Full-time

·

1mo ago

必备技能

Python

SQL

PyTorch

TensorFlow

Excel

Project Management

Who we are

The EY Organization is a global leader in assurance, tax, transactions and advisory services. Worldwide, our 400,000 people are united by the shared values and an unwavering commitment to quality. We make a difference by helping the people, the clients and the wider communities realize their potential.

Financial Services Risk Management

Background

Within EY FSO Advisory Practice, the Financial Services Risk Management (FSRM) group provides solutions that can help FSO clients identify, measure, manage and monitor credit risk, climate risk. And AI risk.

Responsibilities

As a Manager within the Financial Services Risk Management (“FSRM”) Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk and climate risk.

  • Project delivery and team management:

  • Lead multiple engagements and ensure on-time and high-quality delivery

  • Lead day to day client and stakeholder communication and management

  • Provide coaching and mentoring to junior team members

  • Continuously enhance existing solutions serving for credit risk management

  • Develop new solutions to address evolving market needs

  • Business Development / Pitching

  • Build and maintain relationships with internal and external stakeholders

  • Proactively identify and pursue new opportunities

Skills

  • 5+ years of work experience with knowledge and hands-on experience in one or more of the following areas:

  • Data analytics

  • Credit risk IRB models for retail and wholesale exposures

  • Expected Credit Loss models

  • Credit risk stress testing models and scenario generation

  • Internal Capital Adequacy Assessment Program (ICAAP)

  • Policy and procedure, key control points, end-to-end process credit risk area including loan approval / post-lending monitoring for both retail and wholesale exposures

  • AI use case development experience on credit risk area

  • Climate risk management / ISSB reporting

  • Possesses strong project management skills and consulting skills, and able to adapt quickly and manage an environment of rapid change and development, and effectively lead others through this process;

  • Someone who think out-of-the-box while developing models, reports or data code to solve challenging problems.

Background

  • 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, Tensor Flow, Py Torch, & MXNet

  • Proficient in Microsoft Excel, Power

Point 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

Join us in building a better working world.

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关于EY

EY

EY

Public

EY, previously known as Ernst & Young, is a British multinational professional services network based in London, United Kingdom. Along with Deloitte, KPMG and PwC, it is one of the Big Four professional services firms.

10,001+

员工数

London

总部位置

评价

3.4

10条评价

工作生活平衡

2.3

薪酬

3.7

企业文化

4.1

职业发展

3.8

管理层

3.2

65%

推荐给朋友

优点

Good learning opportunities and career advancement

Supportive culture and kind people

Professional environment and good benefits

缺点

Long working hours and poor work-life balance

Hectic and taxing work environment

Limited support for interns and technical growth

薪资范围

31,254个数据点

Senior/L5

Staff/L6

Senior/L5 · Manager

3,252份报告

$176,974

年薪总额

基本工资

$168,024

股票

-

奖金

$8,949

$137,423

$229,882

面试经验

7次面试

难度

3.0

/ 5

时长

14-28周

录用率

57%

面试流程

1

Application Review

2

HR Screen

3

Hiring Manager Interview

4

Technical/Case Interview

5

Partner/Director Interview

6

Offer

常见问题

Behavioral/STAR

Case Study

Technical Knowledge

Past Experience

Culture Fit