Senior Consultant – ICAAP & Stress Testing (Risk Consulting)

About the role

EY is seeking a Senior Consultant to join its Financial Services Risk Management (FSRM) team. You will support banks and financial institutions in designing, enhancing, validating and implementing ICAAP, ILAAP and stress‑testing frameworks, as well as delivering strategic capital‑optimization projects.

Key responsibilities

• Design, enhance and validate ICAAP, ILAAP and stress‑testing methodologies for clients.
• Conduct independent validation of Basel capital and liquidity ratios.
• Lead capital‑optimization and FTP/RAROC evaluation projects.
• Collaborate with multi‑disciplinary teams to ensure high‑quality deliverables.
• Develop and implement new solutions to meet evolving regulatory requirements.

Required profile

• 3‑5 years of relevant experience in risk consulting or banking, with ~8 years overall in BFSI.
• Experience working in large or mid‑size banks or in a Big‑4/large consulting firm.
• Proven track record delivering ICAAP documents, stress‑testing results and capital‑adequacy submissions to regulators.
• Strong knowledge of Basel‑III norms and RWA computation.

Required skills

• ICAAP and ILAAP framework development.
• Stress‑testing methodology and analytics.
• Basel‑III compliance and RWA calculation.
• Capital adequacy assessment.
• Credit risk and liquidity risk analysis.
• FTP and RAROC evaluation.

What we offer

• Opportunity to work with a global leader in professional services.
• Collaborative, inclusive culture with strong ethics.
• Access to cutting‑edge technology and continuous learning.