Posted By
Posted in
Banking & Finance
Job Code
611650
Experience
Job Role:
- Looking for a candidate who has a good exposure in Credit Risk. Should have handled PD,LGD,ED models.
- Should have experience in Regulatory Reporting, Credit Risk Reporting, IFRS 9
- SAS (Base SAS / SAS EG) Mandatory
Should have hands on Basel
To be successful in the team, you should meet the following requirements:
- Have an understanding of risk analytics and credit risk modelling
- Programming experience (SAS, SQL)
- Comfortable to perform data mining activities (for ECL driver analysis)
- IFRS 9 and Regulatory reporting experience
- IFRS 9 subject-matter and technical skills, with ability to:
i. to manipulate large data sets on analytics platforms like SAS,
ii. build tactical VBA or spreadsheet-based tools for analysis and
iii. present to senior stakeholdersStrong IFRS 9 subject-matter, business knowledge and technology sense Strong written / verbal communication skills
- Review Group/regional/business demands for methodology/policy changes and assess impacts
- Provide business performance benchmark reports
- Review credit mitigation measures applied to reduce ECL
Qualification:
- University graduate in Finance, Computer Science or numerated related disciplines
- Some experience in management and keen to develop this dimension. Can demonstrate team building and leadership
achievements.
- Very good presentation skills to brief senior management on topics or summarize key information
- Good relationship skills with customers, especially under period of pressure
- Knowledge on trading business & products, risk methodology and regulatory framework.
- Experience in analytical reporting, e.g. explain of a quantity by breaking down its input variables
- Able to understand and document processes using data flow diagrams
- Good level of understanding of Excel & Access (VBA level), PowerPoint and MS Word
- Experience of 5+ years
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Posted By
Posted in
Banking & Finance
Job Code
611650