Credit Risk Modeling Role - Consulting Firm

About the client: A leading consulting firm

Job Description

- Manage a team of credit risk modelers working on PD, LGD, EAD, IFRS 9, stress testing, loan life-cycle models, and other Basel related analyses

- Understand the applicable regulations and incorporate them in the projects

- Build a strong relationship with clients

Skill Sets : 

- 7+ years of experience with an Engineering or Post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines

- Strong knowledge of Basel regulations and IFRS 9/ CECL

- Experience of leading teams and managing client relationships

 Skills: SAS/SQL, Excel, VBA, R, Matlab