
Senior Financial Modeling Expert
2 days ago
Job Overview
- This position involves leading and managing consulting engagements with major financial institutions, covering areas such as model development, ECL computation, and credit risk assessment.
Key Responsibilities
- The successful candidate will have extensive knowledge of loan products, their characteristics, and default/recovery rate modeling.
- Demonstrate expertise in statistical methods, including regression models and Markov chains.
- Directly report to business unit leaders on ongoing projects.
Requirements
- Graduate or postgraduate degree required.
- 8+ years of experience expected in the field.
- Familiarity with MS Excel, VBA, Python, R, SAS, and IFRS 9 standard.
Benefits
- Full-time position with competitive compensation package.
- 22 working days per year, plus national holidays, sick leaves, maternity/paternity leaves, bereavement, and studies.
- Performance incentives and career growth opportunities.
Selection Process
- Personal interviews with multiple rounds.
- Final discussion on career and compensation after selection.
Preparation Required
- Understanding of products/exposures in the financial services industry.
- Knowledge of credit risk modeling, PD, LGD, ECL, etc.
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