Associate Consultant at Huquo
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Senior Manager - Risk Modeling + CCAR/Basel - BFS (5-10 yrs)
- 5+ years of work experience 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.
- A postgraduate degree in a numerate subject (e.g. mathematics, statistics, operational research, economics or MBA) from a reputed institute with knowledge of advanced statistical and analytical techniques.
Tools & Certification:
- Experienced and competent in the use of statistical packages e.g. SAS (including dealing with large datasets) and model development environments.
Other Desired Qualities:
- Good team management, project management, and communication (both written and verbal) skills, including the ability to lead and motivate others.
- Identifies key project stakeholders and develops an appropriate stakeholder communication plan. Engages with a
diverse group of stakeholders to influence the direction of projects to meet the project milestones.
- A good external network of contacts within the risk industry.