Credit Risk Management Consultant

A globally leading management consultancy is searching for a Credit Risk Management Consultant to advise blue-chip banking clients on credit risk modelling solutions.

Responsibilities:

• Develop & validate Credit risk models for using PD, LGD & EAD approach at the transactional and overall portfolio level.
• Lead a team of 2-6 consultants on project implementation
• Monitor the changing regulatory climate to proactively assess industry trends and emerging risk events.
• Develop & validate stress testing models for Credit risk using quantitative and qualitative assumptions in line with the regulatory requirements
• Develop thought papers on Credit risk methodologies

Requirements:

• Master’s degree in Engineering/Economics/Mathematics/Statistics or any other quantitative discipline
• CFA/FRM qualification
• Experience leading Credit risk analytics project with a leading international bank or management consultancy
• Proficiency in SAS, R, Python VBA, SQL
• Fluent English written and verbal communication skills
• Effective Project management and teamwork skills