Credit Risk - Manager
EY
- Montreal, QC
- Permanent
- Full-time
Take part to EY educational program to continuously develop skills; as well as developing and maintaining productive relationships with clients.
Ability to travel on short notice to serve Canadian clients outside Montreal (expected travel is less than 20%).Skills and attributes for success
- Strong communication, presentation and technical writing skills to describe ideas, concepts and issues that involve interpretation, analysis and assessment of complex conceptual topics
- Strong academic background: Master's or PhD degree in Economics, Statistics, Mathematics, Physics, Engineering, Financial Engineering or a similar quantitative discipline is required.
- PRM, FRM, or CFA designation would be an asset.
- Experience in risk management in the financial institutions industry or in consulting services.
- Project management experience.
- Extensive experience in credit risk management and credit risk modelling.
- Knowledge of credit risk regulatory requirements (Basel II, Basel III) and accounting standards (IFRS 9).
- Knowledge or experience of credit risk models and methodologies: measurement methodologies (PD, LGD and EAD), collateral management, limits and exposures management, grouping methodology for homogeneous retail exposure.
- Ability to program in pertinent languages, such as Excel, SAS, SQL, R, and python.
- Excellent verbal and written communication skills (Must be able to work in French and in English), including the ability to communicate effectively and professionally with colleagues and clients
- Experience in capital management (ICAAP, stress testing, economic capital, etc.) (an asset)
- Understanding of model risk management regulations (an asset)
- Knowledge of machine learning and artificial intelligence tools (an asset)
- Self starting attitude, the ability to think out of the box and driven by new challenges.
- Developing and maintaining productive relationships with clients.
- Support and coaching from some of the most engaging colleagues in the industry
- Learning opportunities to develop new skills and progress your career
- The freedom and flexibility to handle your role in a way that's right for you