Iris Software

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


PayCompetitive
LocationHong Kong/Hong
Employment typeFull-Time

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  • Job Description

      Req#: 1623510

      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, TensorFlow, PyTorch, & MXNet
      • Proficient in Microsoft Excel, PowerPoint 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.

  • About the company

      IRIS Software is a professional software Company having offices in USA, India and Canada which provides high quality business solutions and support services.

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