AM/DM - Credit Risk Consultant - Big4

Job Opportunity || Credit Risk Consultant (AM/DM) || Big 4 Hirings

Responsibilities:

- Develop and validate risk measurement models for credit, market and liquidity risk

- Build frameworks to ensure regulatory compliance (Basel, LIBOR transition, Risk Based Supervision, IFRS9, IFRS17 etc.)

- Implement regulatory change programs

- Design and implement capital management strategies and tools

- Develop and validate risk measurement models for credit risk management covering:

- Credit rating / scoring methodologies

- Basel IRB models (PD, LGD, EAD etc.)

- Stress Testing/CCAR models

- IFRS9/USGAAP Impairment models

Qualifications:

- MBA or equivalent Master's degree

- Knowledge of risk management and regulatory areas would be preferred eg. Basel, Stress Testing, Capital Management, ICAAP, Risk Based Supervision, Risk Modelling, Analytics

- Professional certifications like CFA and FRM would be highly desirable

- Knowledge of programming on SAS, R, Python would be desirable