Credit Risk Management Consultant
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Expiration Date: April 3, 2023
A globally leading management consultancy is searching for a Credit Risk Management Consultant to advise blue-chip banking clients on credit risk modelling solutions.
- 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
- 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