Senior Associate - Credit Risk - JHB at Ernst & Young Global Limited (EY)

Your key technical responsibilities 

The successful applicant will work within a team which offers our clients advice and hands on assistance with issues such as:

• The design, review and validation of credit risk models (PD, LGD, EAD and ECL) under IFRS 9
• The design, review and validation of Basel IRB models
• Credit impairment assessment and due diligence reviews
• Creation of data visualisations, generating in-depth insights
• Design and review of credit risk pricing models
• Design and review of economic capital models

Your client and business responsibilities

• Participate in client engagements
• Assist with the build and delivery of client solutions, based on knowledge of clients’ agendas
• Develop informed views for clients on the implications of current and anticipated industry issues
• Assist with new business sales through proactively managing accounts, identifying new client opportunities and playing a role in developing and driving sales campaigns
• Maintain an educational program to continually develop your own personal skills

To qualify for the role, you must have:

• Qualifications: Relevant Honours or Masters (MCom / MSc /MPhil) level degree
• Professional qualification (CFA / FRM / PRM / FIA / FASSA) a plus
• A minimum of 3 – 4 years relevant working experience
• Proficiency in SAS, R or Python