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Founder & Managing Director at Talent Toppers
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Deputy Manager/Manager - Credit Risk Modeling - Big4 (5-10 yrs)
As a part of our Operational Risk Advisory team you'll build and nurture positive working relationships with teams and clients with the intention to exceed client expectations. You'll be working in Credit Risk Modeling.
(-) Primary skills - Strong Knowledge of statistical techniques with exposure in Basel, IFRS 9 and Stress Testing. Experience in tools as SAS, R or Python.
(-) Good to have - experience with regulatory requirements of PRA, HKMA and Fed; BCBS 239 governance or business analysis and exposure in digital risk.
- Must have model development experience.
- Previous professional experience developing, statistical models used for CECL, CCAR / DFAST capital stress testing (Pre-Provision Net Revenue models, operational risk models), retail and wholesale credit loss projections (PD, LGD, EAD), Anti-Money Laundering (AML), market risk models (Value at Risk models, interest rate risk models, counterparty credit exposure models) etc.
- Strong conceptual and technical knowledge of risk concepts and quantitative modelling techniques i.e. logistic regression, linear/nonlinear regression, time series, machine learning and similar techniques.
- Ability to work with key stakeholders across businesses, client portfolio teams to derive insights and calibrate model performance.
- Ability to present the findings of the analysis to stakeholders and hold presentations for a larger audience.
- Ability to drive discussions with the stakeholders and present the findings / summary of the project activities.
- Proven track record in the development of models
Qualifications :
- CA / MBA Tier 2 in related fields
- BBM / BBA / B. Com
- Must have one of the certifications - CFE, CPA, CIA, CISA
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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