Manager - Financial Risk - Quantitative Models

JD :As an FSRM Manager, you'll actively establish, maintain and strengthen internal and external relationships. With guidance from Senior Managers and Partners, you'll identify potential business opportunities.

Drawing on your knowledge and experience, you'll provide innovative commercial insights for clients; adapt methods and practices to solve complex client problems. You'll also actively contribute to improving operational efficiency on projects and internal initiatives.

Your role in leading teams - or parts of teams - on engagements will depend on the size of the engagement. You'll be expected to anticipate and identify risks, and escalate any issues as appropriate. You'll help to create a positive learning culture, coach and counsel junior team members and help them to develop.

Your client responsibilities

- Participate in FSRM engagements

- Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders

- Participate in business development initiatives

Your people responsibilities

- Develop people through effectively supervising, coaching, and mentoring staff

- Conduct performance reviews and contribute to performance feedback for staff

- Contribute to people initiatives, including recruiting, retaining and training FSRM professionals

- Contribute to an educational program to continually develop interpersonal and technical skills of staff

- Understand and follow workplace policies and procedures.

Skills required

- Bachelor's degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.

- 5 years or more related work experience.

- Credit Risk Modelling - PD, LGD and EAD models.

- SAS EG or E-Miner

- IFRS 9 Modelling ( macroeconomic models, staging rules, etc)

- Expertise in handling projects in BASEL II, BASEL III, ICAAP and Stress Testing framework

- Python/R and VBA

- Strong written and verbal communication skills for report writing and client presentations

- Independently handle teams and projects

- Effective leadership, project management and team management skills