Credit Risk Modelling Role - Big4

1. Good understanding of credit risk and practical experience in credit risk modeling

- Experience in developing and validating credit rating models for financial institutions

2. Very good knowledge of IFRS9 and Basel guidelines

3. Thorough understanding for PD, EAD, CCF and LGD model development and validation process

4. Knowledge of developing and reviewing credit risk framework, policies and procedures

5. Strong analytical skills and good understating of Econometric models, tools and techniques used in risk management.

6. As a minimum, a bachelor's degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics or similar.

7. 4 to 5 years of strong Credit Risk /Quantitative analysis experience within a financial institutions or Consultancy/big 4 firms

8. 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.