Credit Risk Role - Big4 Consulting Firm

Essential Skills -

1. BA in Banking domain

2. Functional knowledge on the below:

2.1 Basel 3

2.2 Capital Requirements defined under Basel 3

2.3 Credit Risk

2.4 Computation Approaches of Credit Risk RWA

2.4.1 Standardized and IRB (F-IRB and A-IRB) - difference among the three

2.5 Terminologies in Credit Risk - for instance EAD, RWA, PD, LGD, headroom and CCF

3. Have supported stakeholders through UAT/Knowledge of Testing

4. SQL and comfortable with Analysis in Excel

Preferrable:

1. Has worked in APRA regulation in the above specified functional areas

2. Has experience in Moody's Credit Risk Engine (BCRS/ICE/RAy(Risk Authority))

3. Has Agile experience