Senior - Fsrm Risk Model Validation - Lisboa, Portugal - EY

Empresa verificada

Lisboa, Portugal

há 6 dias

Postado por:

João Santos

Recrutador de beBee

Descrição

The opportunity
As Senior Consultant, with our support, you will work with a range of regulatory projects within our FSRM team.

That will mean using your technical knowledge and client facing experience to help prestigious clients in financial services market (Banking and Capital Markets, Asset Management and Insurance) and make strategic and operational changes about their businesses.

Your key responsibilities

Providing a wellintegrated broad array of risk management services for financial institutions with a high level of efficiency and quality;
Supporting financial institutions through the definition of the governance models, policies, processes and procedures in accordance to local, national and global requirements;
Assisting in establishing, monitoring, evaluating and interpreting data with a risk management focus;
Supporting the implementation of key regulatory requirements and guidelines;
Developing Probability of Default and Loss Given Default risk rating models for commercial & corporate borrowers;
Developing time series Stress Test models to support capital planning initiatives;
Supporting performance monitoring and model validation;
Performing data manipulation and analysis using SQL, SAS and other tools and present results and recommendations to Credit Risk Management;
Contributing to the analysis of impairment models;
Participating in regulatory risk assessment exercises and independent reviews of the applicable prudential framework;
Identifying risk and/or improvement opportunities;
Understanding and adhere to the clients' risk and regulatory standards, policies and controls in accordance with the clients' risk Appetite;
Identifying riskrelated issues needing escalation to management;
Supporting the team management;
Contributing to the development of the FSRM team acting as mentor and coach to the junior members of the team and leading by example;
Understanding EY and its service lines and actively assess/present ways to serve clients.

Skills and attributes for success

Strong communication, presentation and business and technical writing skills;
Excellent analytical skills and the confidence to translate complex data into meaningful insights;
Ability to prioritize effectively on projects and the skills to adapt quickly to new challenges and concepts;
Technical rigor and attention to detail;
A strong work ethic;
Strong problemsolving skills;
Professional responsibility, confidentiality and integrity;
Efficient, innovative and teamoriented work environment;
Dedicated, innovative, resourceful and able to work under pressure;
Team player and critical thinking;
Forward thinker and selfstarter.

To qualify for the role, you must have

Academic Degree in Management, Economics, Finance, Statistics, Mathematics or similar financial/analytical fields of studies;
At least 34 years of experience in risk management analysis and projects, mainly in banking sector. Background in consulting environment is really valued;
Knowledge of local and international banking regulations that affect models and rating systems;
Relevant experience in development or validation endtoend statistical models, including credit IRB, IFRS 9 provisioning and stress testing;
Knowledge and previous experience of PD / LGD / EAD modelling or validation;
Good knowledge of risk model development and validation techniques;
Understanding of industrywide modelling practices and trends;
Knowledge in SAS, SQL, R, VBA and other programming languages will be valued;
Ability to work in multicultural projects and environments;
Fluent written and verbal communication skills in both Portuguese and English;
Availability to work in Portugal and abroad.

Ideally, you'll also have:

Experience in prudential and supervision framework;
Experience in development or validation of Internal Capital models is an advantage;
Commercial acuity to develop existing opportunities in clients and identify and explore new ones.

What we look for
Highly motivated individuals with excellent problem-solving skills and the ability to prioritize shifting workloads in a rapidly changing industry.

An effective communicator, you'll be a confident team player equipped with strong people management skills and a genuine passion to make things happen in a dynamic organization.

If you're ready to take on a wide range of responsibilities and are committed to seeking out new ways to make a difference, this role is for you.