Credit Risk Modeling Role - Consulting Firm

About our Client

Our client is one of the leading consulting firms in financial services.

Job Description

- Performing a specialist review and audit of IFRS9 credit risk models for banking clients

- Advising banking clients relating to future generations of IFRS 9 models and IFRS 9 forecasting

- Working closely with Model Validation teams to carry out end-to end model validation activities for IFRS 9, IRB, Market Risk models.

- Consulting our clients on credit risk stress testing modeling approaches

- Coordinating with stakeholders including credit risk managers, model development teams, and internal stakeholders

The successful candidate must have:

- Atleast 3-6 years of relevant work experience in credit risk modeling across retail or wholesale portfolios

- Strong knowledge of credit risk concepts such as IFRS9, IRB, SR 11-7 regulations, Basel norms.