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Credit Risk Professional - Advisory

The opportunity

We currently have an opportunity for an agile, market-savvy professional with solid knowledge of credit risk modelling and banking credit risk regulation, to join the team as experienced Senior Consultant or Manager, depending on the level of experience.

The Belgian Risk practice acts as a center of excellence within the EMEIA region with respect to quantitative modelling. Among others, this means we have a robust and broad expertise in the practical aspects of credit modelling. Our team of quantitative advisors consists of around 35 highly skilled professionals with background in Physics, Mathematics and (Commercial) Engineering, where academic excellence is a given. While being part of our Belgian Risk team, you will have the opportunity to work with, and learn from colleagues in other departments, also on international level. Together with our equally eminent colleagues of the Data & Analytics team, we also work on Machine Learning applied to credit risk.

On top of this continuous learning from local and international experts, we have developed an internal credit risk modelling program that will bring you to the level of experienced professional even faster. It consists of a mix of face-to-face trainings, web-based learning and on-the-job training.

About the role

We are looking for a skilled quantitative professional, who may combine working on Belgian and European financial institutions. The ability to drive work forward to a conclusion, to find pragmatic solutions to complex problems and to explain and document them convincingly, are key factors in order to be successful in this role. Building on a strong foundation of technical knowledge, you will further develop into a leading international expert in the field of quantitative modelling.

Your main tasks and responsibilities
  • Participate in, and lead Risk engagements, with the focus credit risk, including the link with accounting (e.g. IFRS 9)
  • Support banks in preparing for regulatory reviews, or help them mitigate model weaknesses
  • Assist banks in any stage of the model life cycle (developing new models, backtesting, independent validation of credit models, ...)
  • Explore and exploit the potential of alternative data and machine learning techniques to help financial institutions bring their credit modelling to the next level
  • Contribute to the standardization and automation of the model development and model validation process
  • Understand our full range of service offerings and actively identify and develop new opportunities to address emerging client needs
  • You coordinate the workload in various projects, and develop productive working relationships with internal and external clients
  • You prepare concise, complete and convincing reports on the work done, and present it to more senior colleagues and clients
  • You act as a team member, coaching and supervising junior staff, seeking guidance from senior colleagues as needed, and keeping everybody informed on the progress of the assignment
  • Your work may include international travel.

To qualify for the role you must have
  • Master degree in Physics, Mathematics, Statistics, Computer Science or relevant quantitative field
  • Between 3-5 years of relevant professional experience
  • Deep understanding of quantitative modeling techniques, with practical experience in credit risk (IRB, IFRS9)
  • Knowledge of some key vendor packages, and some frequently used programming languages (SAS, Python, R, Matlab)
  • Strong interest in or some initial experience with machine learning algorithms
  • Proficient level of business English and good communication skills; knowledge of Dutch and/or French is a major asset
  • Team spirit, but self-sufficient and autonomous
  • Pragmatic approach, with the ability to self-motivate and inspire the members of a team
  • Eagerness to learn more about the Financial Services market in Belgium and Europe.

Working at EY
  • You will join a team of experts and businessmen, genuinely passionate about their work, and recognized as being at the leading edge in their field of expertise, while benefiting from the advantages that a Big 4 offers. As a strong and equally passionate individual, you will feel that the team will help you reach a higher level
  • You will join a team of peers; our practice counts at all levels several quantitative skilled professionals, both in Belgium and in Europe
  • You will gain access to challenging international projects, while still based in Belgium. This enables a well-balanced life-style
  • We offer you the opportunity to make your mark on the financial services industry
  • We provide extensive trainings, both on technical matters, as well as on soft skills and project management
  • We support you to 'learn on the job' from more experienced professionals in our team, who take on a coaching and mentoring role.

We are proud of our flexible working arrangements, and we will support you to build a successful career and deliver excellent client service, without sacrificing your personal priorities. While our client-facing profession might require regular travel, and at times working at client sites, we are committed to help you achieve a balanced lifestyle.

Our commitment to Diversity & Inclusion

At EY we are passionate about diversity and inclusion, and we support individuals of all groups; we do not discriminate on the basis of race, religion, gender, sexual orientation, or disability status.

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