Manager - Credit Risk - Financial Services

Credit Risk Manager

Key Responsibilities:

- Demonstrate deep technical capabilities and industry knowledge of financial products

- Lead components of large scale client engagements and/or smaller client engagements while consistently delivering quality client services

- Understand market trends and demands in the financial services sector and issues faced by clients by staying abreast of current business and industry trends relevant to the client's business

- Monitor progress, manage risk, and effectively communicate with key stakeholders regarding status, issues and key priorities to achieve expected outcomes

- Play an active role in mentoring junior consultants within the organization

- Required to review, analyze and concur with tasks completed by junior staff.

Qualifications, Certifications and Education:

Must-have:

- Postgraduate (masters in accounting, finance, economics or a related field) with at least 5 years of related work experience

- Complete, end-to-end understanding of credit risk model development, validation and implementation for the banking book portfolio.

- Knowledge of Credit Risk and Risk Analytics techniques is desirable.

- Should have hands on experience in data preparation and consolidation.

- Strong background in either one or all of the regulatory requirements within the model development/validation domain such as ; Basel, CCAR, ALLL, IFRS9 and CECL

- Expertise in PD, LGD, EAD and BAU models such as acquisition, behavior scores.

- Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document.

- Strong background in statistics and econometrics. Specially; Logistic regression, Linear regression.

- Strong technical skills, highly proficient SAS, SQL, R excel skills.

Good-to-have:

- Certifications such as FRM, CFA, PRM

- Good to have knowledge in Machine Learning models and its applications.

- Willingness to travel to meet client needs

- Previous project management experience