Senior Consultant - Financial Risk Management with a Focus on Credit Risk Modeling

About the job

Your main tasks

You have experience in developing or validating credit risk models and want to contribute this expertise in a specialized team of quantitative risk experts? In the team, you solve complex, current challenges of the Swiss financial industry and actively shape the further development of risk management for national and international financial service providers.

As a Quantitative Consultant in Financial Risk Management at EY, you take on responsibility in projects from day one. You handle complex tasks in quantitative risk management and continuously develop your professional expertise.

Selected topics where you can contribute your expertise:

• Support in the maintenance and further development of quantitative models throughout the entire lifecycle at leading Swiss financial institutions
• Development of credit risk models considering regulatory requirements as well as national and international market standards
• Validation and review of models according to customer-specific requirements and (inter)national standards (e.g., SR 11-7, SS 1/23)
• Design and assessment of model risk management frameworks for classical and AI models as well as identification and control of model-related risks in compliance with regulatory guidelines
• Consulting and review in risk management, including stress testing, capital planning, risk limitation, and other quantitative aspects for controlling and monitoring risks
• Analysis of risk management functions, risk appetite frameworks, and regulatory compliance as well as development and optimization of effective governance

What we are looking for

We work in a demanding environment and at the same time value continuous learning. The following points form the basis for successful collaboration:

• MSc or PhD in a quantitative field (Mathematics, Physics, Statistics, Financial/Computational Engineering, Econometrics) and ideally 2–4 years of experience in developing or validating credit risk models at banks
• Additional knowledge and experience in other risk types, such as market, liquidity, counterparty credit, or operational risks, are a plus
• Strong interest in financial risk management and practical experience in applying classical and modern quantitative methods
• Analytical excellence and the ability to combine methodological accuracy with interdisciplinary skills
• Programming skills in common languages such as Python and R
• Interest in innovations and trends such as AI, Machine Learning, LLMs, and sustainability in the financial sector
• Excellent oral and written communication skills in German and English
• Ability to explain complex issues appropriately for the target audience and prepare them understandably
• Open personality with strong interpersonal skills, initiative, and flexible working style in a multinational environment

What’s in it for you

Here at EY, you have the chance to gain a truly extraordinary experience. We equip you with the latest technology and surround you with high-performing teams. Through our coaching and training programs, you develop the necessary skills while building a network of colleagues, mentors, and leaders who support you on your journey at EY and beyond.

Inclusion is a central part of our actions. We are committed to creating a workplace where everyone has equal access to opportunities. If you need adjustments during the recruitment process, we are happy to support you.

Click here to learn more about our benefits and social responsibility.

Are you ready to shape your future with confidence? Apply today.