Senior Manager - Credit Risk Analyst
Do you have an Appetite for Credit Risk Regulatory Modelling? Do you have a knack for Analytics and solutioning for client needs ?
THEN THIS MAY BE THE NEXT STEP FOR YOUR CAREER!
Description
You will be involved in the following:
Skills/ Qualifications you will need:
THEN THIS MAY BE THE NEXT STEP FOR YOUR CAREER!
Description
You will be involved in the following:
- The preparation, analysis, and validation of model development data
- The conceptual design of a modelling approach and model architecture, including model principles, quantitative methods, and underlying assumptions
- The development of model code, e.g., SAS
- Producing full model development documentation and communication material
- Producing high-quality model review / audit / validation reports
- Participating in content discussions with stakeholders such as credit specialists, independent validators and auditors
- Supporting models throughout the model lifecycle, including governance and approval processes
Skills/ Qualifications you will need:
- Strong quantitative background with solid skills (+5 years) in regulatory capital (A-IRB/RWA - PD, LGD, EAD) and/or impairments (IFRS9 - lt. ECL)
- Consulting experience, with track record of project management and delivery
- A strong understanding of retail or wholesale banking portfolios and operations such as the credit decisioning, credit process and portfolio management process
- Strong analytical skills and a post graduate qualification in a quantitative discipline (e.g. statistics, actuarial science, financial mathematics, applied mathematics)
- Additional experience in credit portfolio modelling, e.g., credit economic capital, loss forecasting, or credit risk stress testing may be beneficial
- Applied working experience with developing and using programming languages (e.g. SAS, MATLAB, R, Python) and data structures
You need to sign in or create an account to save a job.
Get job alerts
Create a job alert and receive personalized job recommendations straight to your inbox.
Create alert