Regulatory & Financial Risk (Rfr): Credit Risk - Assistant Manager / Manager
Professional Services, Consulting
Minimum Requirements
- Degree/Honours specialising in one or more of the following disciplines: Statistics, Mathematics, Financial Engineering, Engineering, Economics, Econometrics, or related degree.
- At least 4 - 6 years of relevant work experience in banking, financial services consulting, or similar environment
- Fundamental credit risk modelling capabilities including predictive modelling techniques
- Basic understanding of the credit lifecycle, model risk management, Basel regulations, and the IFRS 9 standard
- Financial Modelling experience– technical knowledge in PD, EAD, LGD, Basel II and IAS39.
- Computer literacy: MS Word, Excel, and PowerPoint
- Coding skills: SAS, SAS (Enterprise Guide), R, and/or Python
Responsibilities
- Development and calibration of credit risk models
- Model validation, monitoring, and testing.
- Benchmarking credit metrics amongst peers in a market
- Derivation of portfolio credit analytics
- Review of client deliverables to ensure quality, accuracy, and completeness.
- Communication of project challenges and outcomes with clients and team members
- Drafting of project reports
- Sharing of knowledge and skills with colleagues
- Understanding of the audit and advisory businesses, and their interaction with wider firm locally and globally, strategy and challenges
- Notable experience on providing Strategic Insights to Partners
- Project management experience
- Excellent industry and business knowledge
- Demonstrated leadership skills
- Ability to interpret, communicate and implement strategy
- Demonstrated execution of complex projects within timeframes and cost
- d in development and delivery of professional presentations
- Excellent report writing skills
- Solid financial knowledge
- Exceptional communication skills, both written and verbal with all levels of staff & leadership
- Strong interpersonal and relationship-building skills
- Excellent mentorship and coaching ability with desire to develop self and others
- Strong client delivery focus
- Highly adaptable, managing change and ambiguity with ease
- Focus on quality and risk
- Excellent problem-solving ability
- Exceptional business acumen
