Credit Risk: Assistant Manager - Manager

• Development and calibration of credit risk models
• Model validation, monitoring, and testing.
• Benchmarking credit metrics amongst peers in a market
• Derivation of portfolio credit analytics
• Review of client deliverables to ensure quality, accuracy, and completeness.
• Communication of project challenges and outcomes with clients and team members
• Drafting of project reports
• Sharing of knowledge and skills with colleagues

• BSC Degree (Mathematics/Statistics/Quantitative/Financial Engineering or Actuarial Science. 
• Financial Modelling experience– technical knowledge in PD, EAD, LGD, Basel II and IAS39.
• Experience in building and developing IFRS 9 Models.
• Financial services and market regulations knowledge and application: regulation 23, IAS39, IFRS 9 (intermediate level).
• 5 - 8 years credit experience at a Ba...

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