
Senior Credit Risk Consultant
16 hours ago
We are seeking a seasoned professional to lead and manage consulting engagements in various areas, including IFRS 9 model development, ECL computation, and credit risk assessment.
Key Responsibilities- Lead and drive day-to-day execution of client projects.
- Demonstrate knowledge of concepts related to default and recovery rate modeling, including roll rate analysis and statistical methods.
- Design and monitor detailed project plans for assigned engagements.
- Directly report and provide detailed updates to stakeholders on an ongoing basis.
- 8+ years of experience in financial services industry with expertise in credit risk modeling.
- Knowledge of IFRS 9, PD/LGD/EAD models, and ECL calculation.
- Familiarity with MS Excel, VBA, Python, R, or SAS.
- Ability to write and speak fluently in English.
- Full-time employment with a competitive compensation package.
- 22 working days of leave per year.
- Additional leaves for national holidays, sick leaves, maternity and paternity, bereavement, and studies.
- Medical insurance and other employment benefits.
- Probation period of 6 months.
- Career growth opportunities based on performance evaluation.
- Global mobility across offices subject to business needs and regulations.
Selection process includes personal interviews and final discussion on career and compensation. Please prepare on aspects of products/exposures in financial services industry, credit risk modeling, and methodologies used for modeling default rates, credit scores, and recovery rates.
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