Senior Consultant/AM/Manager - Credit Risk Model Validation/Model Development - Big4

3 - 10 Years

Any Location

Posted 1 year ago

#Risk Modeling #Model Validation #Big4 #CCAR #Exposure At Default #Loss Given Default #Probability of Default #SAS #Python #Risk Analytics

We are Hiring for one of the Big 4.

Roles: Sr.Con/AM/Manager

Job Description:

4.MODEL DEVELOPMENT + IRB

1. A bachelor's degree and approximately 3 years of related work experience; or a master & degree and approximately 2 years of related work experience.

2. A degree in engineering, Statistics or Econometrics or a related discipline; an M.Stat is preferred.

3. Experience of working in the credit risk/credit/ERM domain.

4. Broad consulting and project management skills, effective written and oral communication skill.

5. A willingness to travel to meet client need.

6. Strong experience of statistical modelling in at least one of the following tools/languages is preferable.

7. SAS Base/EG/E-miner.

8. R/S-Plus.

9. Python.

10. Strong Excel/VBA skills is a must

MODEL VALIDATION + IRB :

1. A bachelor's degree and approximately 3 years of related work experience; or a master & degree and approximately 2 years of related work experience.

2. Experience of working in the credit risk.

3. Broad consulting and project management skills, effective written and oral communication skills.

4. Basel/CCAR/IRB/PD/LGD/EAD.

5. SAS Base.

6. Python.

7. Strong Excel skills is a must.