Manager / Senior Consultant - Financial Risk Management mit Fokus Kreditrisiko-Modellierung
Tech Stack
Job Description, Responsibilities & Requirements
About the Position
Manager / Senior Consultant - Financial Risk Management mit Fokus Kreditrisiko-Modellierung
Location: Zurich, Switzerland
Salary: Competitive
Date: Jul 27, 2026
At EY, we’re all in to shape your future with confidence. We’ll help you succeed in a globally connected powerhouse of diverse teams and take your career wherever you want it to go. Join EY and help to build a better working world.
Responsibilities
- Development and Validation of Credit Risk Models: Support the development and validation of credit risk models in line with regulatory requirements and market standards.
- Model Lifecycle Management: Assist in the maintenance and enhancement of quantitative models throughout their lifecycle at leading Swiss financial institutions.
- Regulatory Compliance: Ensure models comply with customer-specific requirements and (inter-)national standards (e.g., SR 11-7, SS 1/23).
- Model Risk Management: Design and assess model risk management frameworks for traditional and AI models, identifying and managing model-related risks in accordance with regulatory guidelines.
- Risk Management Consulting: Provide advice and auditing in risk management, including stress testing, capital planning, risk limitation, and other quantitative aspects for risk control and monitoring.
- Risk Management Analysis: Analyze risk management functions, risk appetite frameworks, and regulatory compliance, and develop and optimize effective governance.
Requirements
- Educational Background: MSc or PhD in a quantitative field (Mathematics, Physics, Statistics, Financial/Computational Engineering, Econometrics) with ideally > 3 years of experience in developing or validating credit risk models at banks.
- Additional Skills: Knowledge and experience in other risk types such as market, liquidity, counterparty credit, or operational risks are a plus.
- Interest in Financial Risk Management: Strong interest in financial risk management and practical experience in applying classical and modern quantitative methods.
- Analytical Skills: Analytical excellence and the ability to combine methodological accuracy with interdisciplinary competencies.
- Programming Skills: Proficiency in programming languages such as Python and R.
- Innovation and Trends: Interest in innovations and trends such as AI, Machine Learning, LLMs, and sustainability in the financial sector.
- Communication Skills: Excellent verbal and written communication skills in German and English.
- Interpersonal Skills: Open-minded personality with strong interpersonal skills, initiative, and a flexible working style in a multinational environment.
Nice to Have
- Experience with Machine Learning
- Knowledge of AI
- Understanding of Sustainability in the financial sector
- Fluency in German and English
We Offer
Here at EY, you have the chance to gain a truly exceptional experience. We equip you with the latest technology and surround you with high-performing teams. Through our coaching and training programs, you will develop the necessary skills and build a network of colleagues, mentors, and leaders who will support you on your journey at EY and beyond.
Inclusion is at the core of our actions. We are committed to creating a workplace where everyone has equal access to opportunities. If you require adjustments during the recruitment process, we are happy to support you.
Click here to learn more about our benefits and social responsibility.
About the Company
EY | Building a better working world
EY is building a better working world by creating new value for clients, people, society, and the planet, while building trust in capital markets.
Enabled by data, AI, and advanced technology, EY teams help clients shape the future with confidence and develop answers for the most pressing issues of today and tomorrow.
EY teams work across a full spectrum of services in assurance, consulting, tax, strategy, and transactions. Fueled by sector insights, a globally connected, multi-disciplinary network, and diverse ecosystem partners, EY teams can provide services in more than 150 countries and territories.
Are you ready to shape your future with confidence? Apply today.
EY refers to the global organization, and may refer to one or more, of the member firms of Ernst & Young Global Limited, each of which is a separate legal entity. Ernst & Young Global Limited, a UK company limited by guarantee, does not provide services to clients.