EY Türkiye – Credit Risk Senior/ Manager

EY is a global leader in Assurance, Tax, Corporate Finance and Advisory services.The insights and quality services we deliver help build trust and confidence in the capital markets and in economies the world over. We develop outstanding leaders who team to deliver on our promises to all of our stakeholders. In so doing, we play a critical role in building a better working world for our people, for our clients and for our communities.

Our 360 000 people, in more than 150 countries, are united by our shared values, which inspire our people worldwide and guide them to do the right thing, and our commitment to quality, which is embedded in who we are and everything we do. Our offices around the world use the same methodology and are linked through an integrated technology platform to enable instantaneous communication and collaboration among team members, regardless of location. As a member of EY Global, in Turkey we operate in 6 offices located in Istanbul, Ankara, Bursa, Izmir and Adana with more than 2400 people for 30 years.

The Ernst & Young’s Financial Services Risk Management (FSRM) practice is a specialty in Risk Advisory unit that provides integrated market, credit and operational risk management; operations improvement, business integration, and strategic cost management; and regulatory and treasury advisory services to financial institutions and other capital markets participants. FSRM includes individuals who have industry, client and product knowledge as well as quantitative, regulatory, project management and technology professionals.

Our teams work together to coordinate the delivery of risk management, regulatory and business performance services to a variety of clients, including commercial banks, investment and development banks, broker-dealers, asset managers, insurance and energy trading companies, and other organizations.

We are seeking for Manager/Senior Manager to join our Financial Services Risk Management team with the following qualifications;

• A relevant university degree, preferably in finance, mathematics, statistics, economics, engineering, data science or a related discipline; an MBA or MS preferred,
• min. 4 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.

Job Description

Serve as an integral member of an engagement team by leading many aspects of client advisory projects. This includes management of project work, budget and staffing projections, and day-to-day interaction and coordination with clients.

Advise clients on a number of credit risk related topics. These areas include:

• 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.

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