🚀 Job Opportunity at EY for Python, R, VBA, SQL Experts with FRM/CFA Basics!
📌 Responsibilities:
• Collecting and analyzing data for developing and validating credit risk assessment models for various client bank portfolios.
• Researching scientific literature and regulatory requirements from central banks in Central Asia, the Caucasus, ECB, and IFRS regarding financial risk models.
• Reviewing calculations and methodologies for expected credit losses (ECL) under IFRS 9.
• Verifying calculations and methodologies for fair value assessment of financial instruments under IFRS 13 (corporate bonds, guarantees, loans with embedded options, FX forwards, swaps, exotic options).
• Reviewing methodologies for insurance contracts and employee benefit obligations under IFRS 17 & 19.
• Preparing commercial proposals, presentations, and reports on credit & market risk model improvements.
✅ Requirements:
• Degree in mathematics, technical sciences, economics, or finance (final-year bachelor’s students are also considered).
• Knowledge of probability theory and statistics.
• Basic understanding of mathematical & financial modeling.
• Fundamental knowledge of accounting and finance.
• Ability to work with large datasets.
• English proficiency at an Intermediate level or higher.
🌟 What We Offer:
• Work in a global company with offices worldwide.
• Fast career growth.
• Extensive learning & professional development opportunities.
• Competitive salary and benefits package.
If you're ready for an exciting career, apply now! 🚀
[email protected]
February 24, 2025 203 1
