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Senior Risk Consultant (Credit Risk Modelling)

EY
Bucharest Posted Oct 18, 2026
On-site

About this role

EY

As a member of our Consulting team, you will work within teams to deliver Risk Solutions to our financial services clients (banks, capital markets, insurance etc.) covering but not limited to credit risk modelling, IFRS 9 implementation, end-to-end credit and operational risk review, IFRS 9 ECL review, ICAAP and ILAAP reviews etc.

Senior Risk Consultant comes with a credit risk backgrounds and apply statistical and machine learning models to business issues, risk management and regulatory topics. As a member of our team, you’ll work in a highly collaborative environment with risk management experts, regulatory experts, data science practitioners and advisory professionals using statistical modeling and machine learning.

Your key responsibilities

Develop and support credit risk models and parameters

Apply predictive analytics and machine learning techniques

Process, cleanse, and verify the integrity of data used

Provide guidance to support team members in reaching their full potential, including addressing questions, offering constructive on-the-job feedback and training, and conducting meaningful and timely performance reviews

Skills and attributes for success

Demonstrate exposure to VBA, R Studio, Python, SQL, and other data analysis tools

  • Act as a resourceful team player with a positive attitude, enthusiasm for learning, strong presentation skills, and the ability to work with minimal supervision

Ideally, you’ll also

  • Possess exceptional analytical and problem-solving abilities, along with proven project management skills
  • Show the ability to work in a fast-paced, dynamic environment and adapt to changing priorities

What we look for

More than anything, we’re interested in people with the right attitude for the job! That’s naturally entrepreneurial people that feed on the energy of a thriving global team. You’ll need a balance of technical and analytical skills, a creative approach to work and strong communication skills. Put simply, if you’ve got big ideas on how we can do better, as well as the confidence to voice them, this role is for you.

What we offer you

At EY, we’ll develop you with future-focused skills and equip you with world-class experiences. We’ll empower you in a flexible environment, and fuel you and your extraordinary talents in a diverse and inclusive culture of globally connected teams. Learn more

Get free certifications (ACCA) and enjoy national & international training Get extra vacation days when public holidays fall on a weekend Join an EY Community and practice your hobby with your colleagues off-work Get plenty of discounts, perks and medical coverage Free access to Udemy, EY Badges Bookster library Medical subscription for employees and family members (wife/husband/children) Life & accident insurance EAP – Employee Assistance Program - Short term confidential counselling services for you and those who live with you

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

To help create the best experience during the recruitment process, please describe any disability-related adjustments or accommodations you may need.

EY | Building a better working world

EY exists to build a better working world, helping to create long-term value for clients, people and society and build trust in the capital markets.

Enabled by data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform and operate.

Working across assurance, consulting, law, strategy, tax and transactions, EY teams ask better questions to find new answers for the complex issues facing our world today.

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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.

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.

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