Senior Consultant (Credit Risk)

As a Senior Consultant within the Financial Risk Management (“FRM”) Team, your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk.

Role & Responsibilities

• Execute multiple FRM projects and ensure all engagements are planned and delivered within budget and on time.
• Remain current on new developments in Risk advisory services capabilities and financial industry knowledge.

The Individual

• Good understanding of credit risk and practical experience in credit risk modeling.
• Experience in developing and validating credit rating models for financial institutions.
• Very good knowledge of IFRS9 and Basel guidelines.
• Thorough understanding of PD, EAD, CCF, and LGD model development and validation process.
• Knowledge of developing and reviewing credit risk framework, policies, and procedures.
• Strong analytical skills and good understanding of econometric models, tools, and techniques used in risk management.
• Good communication and interpersonal skills.
• Ability to work under pressure with stringent deadlines and tough client conditions which may demand extended working hours.
• Demonstrate integrity, values, principles, and work ethic, and lead by example.

Qualifications

• A minimum of a bachelor’s degree in a relevant field including Finance, Financial Engineering, Economics, Applied Mathematics, or similar.
• 4 to 5 years of strong Credit Risk/Quantitative analysis experience within financial institutions or Consultancy/Big 4 firms.
• Professional certifications like FRM or CFA recommended but not mandatory.
• Aptitude for quantitative analysis and strong numerical skills with evidence of advanced financial modeling skills.
• Proficient in MS Excel and PowerPoint.
• Proficient in SAS, Python, R, SQL.

What We Offer You

• A professional work environment full of challenges and development opportunities.
• A competitive salary and benefits package.
• Ongoing training and coaching to develop new skills and progress your career.