Quantitative Analyst at Ernst & Young (EY)

Ernst & Young (EY) is a global leader in assurance, tax, transaction 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.As a result of our recent acquisition, expansion and focus on performance excellence, we are seeking for a dynamic candidate to provide exceptional service in driving the business growth and brand equity of the institution at the management level. The ideal candidate must be a dynamic top executive professional who has held equivalent position in top-tier insurance business.We are recruiting to fill the position below:Job Title: Quantitative AnalystJob Ref.: NIG0002HLocation: NigeriaRole DescriptionThe successful candidate will handle to handle IFRS 9 implementation projects for a bank in the following areas:Validate the risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management under BaselIdentify adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) and ensure they comply with IFRS 9 requirementsMake adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) to ensure compliance with IFRS 9 requirementsProvide quantitative and technical support required in building IFRS 9 compliant impairment models and calculators for clients 

Apply at https://ngcareers.com/job/2016-11/quantitative-analyst-at-ernst-young-ey-284/