Risk Management Role - Credit Risk - Advisory Services - Financial Services Office

- Strong background in Basel regulatory requirements within the model development/validation domain such as - IRB, F-IRB, A-IRB, Standardized Approaches, Capital Floors, Slotting, Basel reforms and IFRS9

- Expertise in PD, LGD, EAD, ECL, RWA and Capital calculation models (including BAU models such as acquisition, behavior scores)

- Expertise in Basel regulations (Basel II, Basel III and Basel III reforms) and IRB modelling

- Strong documentation skills. Required to be adept in quickly grasping key details and summarizing them in a presentation or document

- Strong background in statistics and econometrics. Specially - Logistic regression, Linear regression

- Strong background in IRB modelling techniques for PD/LGD/EAD estimation and expected loss and capital calculations

- Strong technical skills, highly proficient SAS, SQL, R, Python and MS Excel skills