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Fs risk consulting

Dublin
Ernst & Young Advisory Services Sdn Bhd
Consulting
Posted: 8 May
Offer description

**Job Title:** Senior Manager/Manager/Senior Consultant Opportunities

About the Role:

We are seeking experienced professionals to join our Financial Services Risk Consulting team in Dublin. The successful candidates will have a strong background in quantitative advisory services, with expertise in IRB and IFRS9 model development.

Your Key Responsibilities:

* Redevelop, recalibrate, validate and support implementation of IRB and IFRS9 models for various portfolios
* Prepare and analyse data for model development, including data engineering, data integrity validation, data management and data remediation
* Develop models for PD, LGD, and EAD for IRB and ECL for IFRS9 and test model accuracy and effectiveness
* Understand and adhere to IRB regulations, including the EBA Guidelines and ECB Guide to Internal Models (EGIM) and accounting standards as they relate to IFRS9 models
* Engage and collaborate with senior stakeholders to discuss technical and business matters
* Manage and mentor a team of risk modelling professionals to ensure successful execution at each stage of model lifecycle management
* Measure and report on the effectiveness of models, making recommendations for optimization and improvement
* Invest in continuous learning on industry, regulatory, technology and quantitative developments and trends, applying insights to drive innovation and client value

Requirements:

* Masters' Degree in Mathematics, Statistics, or related field, for Senior Managers, Batchelors degree for Managers and Consultants
* 10 years of experience for Senior Manager, 6+ years for Manager and 4+ years for Consultants in IRB and IFRS9 model development, with a proven track record of success and experience working across cross functional teams.
* Ability to manage a team, programme delivery and senior stakeholder engagement a must for Senior Manager roles
* Strong leadership and management skills, with the ability to motivate and develop (at Senior Manager and Manager level) and be a member of (at Consultant level) a team of risk modelling professionals
* Excellent communication skills, verbal and written
* Strong analytical and problem-solving skills, and a solution focused mind-set
* The ability to apply data insights to drive innovation and support robust decision-making
* Proficiency in programming languages, including SAS (macros), SQL, and Advanced Excel
* In-depth understanding of IRB regulations including EBA Guidelines and ECB Guide to Internal Models (EGIM) and/or IFRS9 accounting standards
* Experience in Irish and UK asset portfolios an advantage

What We Offer:

* A supportive and inclusive culture
* Opportunities for career growth and development
* A competitive salary and benefits package
* The freedom and flexibility to handle your role in a way that's right for you

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