Associate Consultant at Huquo
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Senior Business Analyst - CCAR/BASEL + Analytics + SAS (2-6 yrs)
- Relevant years of work experience in developing risk models (Basel, IFRS9, Business Models) in Retail Banking.
- Sector knowledge and experience of working in the area of Credit Risk; ideally experience of working with Credit
- Risk data warehouses and Credit Risk models in particular including Operational, Capital and Impairment models.
- Expert knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
- Experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods, choosing a suitable "bad" definition.
- Experience in CCAR/BASEL is mandatory.
- Experience in SAS/R/Python.