An Exciting Opportunity for a Manager/Assistant Manager Credit Risk & Capital Management. Shape the Future of Credit Risk Management!
Duties & Responsibilities
Are you an analytical professional with a passion for credit risk modelling and capital management Join our Financial Risk Management team as a Manager where youll work with experts develop advanced risk models and shape financial strategies. Take on complex challenges mentor Junior Analysts and make a real impact in the industry!
Key Responsibilities:
Develop validate and enhancecredit risk models for provisioning and regulatory capital requirements (IFRS9 IRB PD LGD EAD models).
Ensure compliance withBasel III IFRS9 and other regulatory requirementsfor credit risk modelling.
Lead projects related to credit risk quantification stress testing scenario analysis and capital adequacy assessment.
Automate and optimizefinancial risk management models and data processes.
UtilizePython R SAS and SQLto develop predictive risk models.
Conduct credit portfolio analysis risk appetite assessments and loss forecasting.
What You Bring:
5 years of experienceinquantitative credit risk capital management or financial risk modelling.
Expertise in PD LGD EAD stress testing and capital adequacy assessments.
Deep understanding of Basel III IFRS9 IRB approaches and regulatory capital requirements.
Strong coding skills inPython R SAS SQL or similar programming languages.
Handson experience with statistical and machine learning techniques for risk modelling.
Exceptional analytical problemsolving and communication skills.
Experience in project management risk reporting and regulatory compliance.
Ability to mentor and develop junior team members.
Minimum Qualifications & Experience:
Honours or Masters DegreeinQuantitative Finance Mathematics Statistics Actuarial Science or Engineering.
FRM (Financial Risk Manager) or CFA certificationis a strong advantage.
Experience inbanking consulting or financial serviceswith exposure tocredit risk and capital management.
If youre ready totake your expertise in credit risk and capital management to the next level apply now!
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