Risk Modelling Senior Consultant

Job description

Job Description & Summary Job Description Summary A career within Risk Assurance team, will provide you with the opportunity to be responsible with statistics/ econometrics and the intellectual challenges that come with them. The successful candidate will be responsible for supporting the team with model development and validation and other quantitative activities in a great variety of risk and regulatory projects, mainly for banks and other financial institutions Job Description: Your responsibilities: Developing & documenting/ reviewing & enhancing IFRS 9 methodologies and models (PD, LGD, EAD) Developing & documenting credit risk scoring models Carrying out model validation or performance assessment/ monitoring Reviewing & providing best practice guidance on credit risk governance, credit risk policy and procedure framework Respond to ad-hoc analysis requests, demonstrating clear understanding of risk specific measurements Building and maintaining strong relationships with new and established clients Ensure and elaborate reports on portfolio quality and structure Coordinating, coaching and training team members Skills And Qualification: BSc or MSc in Mathematics, Statistics, Com...