Role & Responsibilities
As a Senior Consultant within the Financial Risk Management (“FRM”) Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk.
Projects and Team Related
Execute multiple FRM projects and ensure all engagements are planned and delivered within budget and on time
Remain current on new developments in Risk advisory services capabilities and financial industry knowledge.
The Individual
Good understanding of credit risk and practical experience in credit risk modeling
Experience in developing and validating credit rating models for financial institutions
Very good knowledge of IFRS9 and Basel guidelines
Thorough understanding for PD, EAD, CCF and LGD model development and validation process
Knowledge of developing and reviewing credit risk framework, policies and procedures
Strong analytical skills and good understating of Econometric models, tools and techniques used in risk management
Good communication and interpersonal skills
Ability to work under pressure – stringent deadlines and tough client conditions which may demand extended working hours.
Demonstrate integrity, values, principles, and work ethic and lead by example.
Qualifications
As a minimum a bachelor’s degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.
4 to 5 years of strong Credit Risk /Quantitative analysis experience within a financial institutions or Consultancy/big 4 firms
Professional certifications like FRM or CFA recommended but not mandatory
Aptitude for quantitative analysis and strong numerical skills with evidence of advanced financial modeling skills
Proficient in MS Excel and Power Point
Proficient in SAS, Python, R, SQL.
WHAT WE OFFER YOU
A professional work environment full of challenges and development opportunities
A competitive salary and benefits package
Ongoing training and coaching to develop new skills and progress your career.