EY Türkiye - Credit Risk Manager/Senior Manager
EY
- İstanbul
- Sürekli
- Tam zamanlı
- A relevant university degree, preferably in finance, mathematics, statistics, economics, engineering, data science or a related discipline; an MBA or MS preferred,
- min. 5 years of relevant experience in banking/capital markets at a commercial bank with a well developed credit risk management infrastructure or comparable experience working as an advisor to a financial services company,
- experience in the areas of credit risk management, risk rating systems, model validation, IFRS 9 impairment models, Basel IV, regulatory capital and/or capital markets,
- experience in the areas of credit decision systems, credit risk and collection strategies, limit and income estimation models,
- strong analytical and problem solving skills and demonstrated knowledge in credit risk measurement and management,
- experience in any of the following software development environments: R/Python/SQL/SAS etc.
- broad consulting and project management skills, effective written and oral communication skills,
- ability to converse with counterparts at financial institutions regarding credit risk management, Risk Adjusted Performance Measures (RAPM) and economic capital topics and current practices,
- A relevant professional certification, e.g. FRM, SMMM, CFE, etc. is a significant plus.
- Credit risk modelling and validation (incl. Probability of Default and Loss Given Default estimation),
- Quantitative methods and tools supporting credit risk measurement,
- Credit decision system design & implementation
- Credit policy development and process enhancement,
- Credit risk measurement (asset and portfolio level),
- Regulatory reporting,
- Credit risk mitigation techniques,
- Capital allocation.