Reference: CFA020906-KR-1
We are seeking a Senior Consultant / Assistant Manager to join its Financial Risk Management business unit within the Credit Risk & Capital Management team. This specialist role focuses on developing and auditing complex credit risk models supporting regulatory compliance and leveraging advanced statistical techniques to quantify financial risks.
Duties & Responsibilities
Credit Risk Modelling & Development
Develop and review credit risk models for provisioning and regulatory capital requirements (e.g. IFRS9 scorecards)
Apply contemporary statistical techniques to enhance model accuracy and compliance
Automation & Coding
Assist with coding and automation of financial risk management models
Hone programming skills in Python R and SAS for model development and validation
Technical Advisory & Collaboration
Work with diverse teams to deliver quantitative solutions for local and global banking clients
Communicate complex quantitative concepts to both technical and non-technical stakeholders
Skills & Experience:
Strong understanding of statistical techniques in credit risk modelling
Ability to read interpret and create software code (Python R SAS)
Experience in quantitative credit risk roles is advantageous
Excellent communication and presentation skills
Resilient team-oriented and able to work under pressure
Qualifications:
Honours or Masters degree in Quantitative Finance Mathematics Statistics or related discipline
For more information contact:
Recruitment Consultant
Kayla Reddy:
Connect with us on and register your CV to create a profile and view all our financial recruitment vacancies.Required Experience:
Manager
Reference: CFA020906-KR-1We are seeking a Senior Consultant / Assistant Manager to join its Financial Risk Management business unit within the Credit Risk & Capital Management team. This specialist role focuses on developing and auditing complex credit risk models supporting regulatory compliance an...
Reference: CFA020906-KR-1
We are seeking a Senior Consultant / Assistant Manager to join its Financial Risk Management business unit within the Credit Risk & Capital Management team. This specialist role focuses on developing and auditing complex credit risk models supporting regulatory compliance and leveraging advanced statistical techniques to quantify financial risks.
Duties & Responsibilities
Credit Risk Modelling & Development
Develop and review credit risk models for provisioning and regulatory capital requirements (e.g. IFRS9 scorecards)
Apply contemporary statistical techniques to enhance model accuracy and compliance
Automation & Coding
Assist with coding and automation of financial risk management models
Hone programming skills in Python R and SAS for model development and validation
Technical Advisory & Collaboration
Work with diverse teams to deliver quantitative solutions for local and global banking clients
Communicate complex quantitative concepts to both technical and non-technical stakeholders
Skills & Experience:
Strong understanding of statistical techniques in credit risk modelling
Ability to read interpret and create software code (Python R SAS)
Experience in quantitative credit risk roles is advantageous
Excellent communication and presentation skills
Resilient team-oriented and able to work under pressure
Qualifications:
Honours or Masters degree in Quantitative Finance Mathematics Statistics or related discipline
For more information contact:
Recruitment Consultant
Kayla Reddy:
Connect with us on and register your CV to create a profile and view all our financial recruitment vacancies.Required Experience:
Manager
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