Credit Risk Modeler - Big4

Urgent Opening in One for Big4 for profile of Credit Risk Modelling in One of Big4.

Your client responsibilities :

- Participate in FSRM engagements

- Help manage the financial aspects of engagements by organizing staffing, tracking fees and communicating issues to project leaders

- Participate in business development initiatives

- Build strong internal relationships within Advisory Services and with other services across the organization

Your people responsibilities :

- Develop people through effectively supervising, coaching, and mentoring staff

- Conduct performance reviews and contribute to performance feedback for staff

- Contribute to people initiatives, including recruiting, retaining and training FSRM professionals

- Contribute to an educational program to continually develop interpersonal and technical skills of staff

- Understand and follow workplace policies and procedures

Technical skills requirements: Credit Risk Modelling and ICAAP Model development.

- Bachelor's degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline + MBA /MS in Finance + CFA/FRM.

- 5 years or more related work experience.

- Credit Risk Modelling - PD, LGD and EAD models.

- SAS EG or E-Miner

- IFRS 9 Modelling ( macroeconomic models, staging rules, etc)

- Expertise in handling projects in BASEL II, BASEL III, ICAAP and Stress Testing framework

- Python/R and VBA

- Strong written and verbal communication skills for report writing and client presentations

- Independently handle teams and projects

- Effective leadership, project management and team management skills