Credit Risk Assistant Manager / Manager

About the position

We are assisting one of my favorite clients who is looking for a Credit Risk Assistant Manager / Manager to join their regulatory & financial risk team. In this role you will support the Credit Risk Team in delivery of services clients on delegated engagements and projects.

In the position some of your duties would include but not be limited to;

• Development and calibration of credit risk models.
• Model validation, monitoring, and testing.
• Benchmarking credit metrics.
• Review of client deliverables.
• Drafting of project reports.

Requirements

• Degree/Honours specialising in Statistics, Mathematics, Financial Engineering, Engineering, Economics, or Econometrics.
• MINIMUM 4 - 6 years of relevant working experience in banking, financial services or consulting.
• Credit risk modelling capabilities including predictive modelling techniques.
• Understanding of the credit lifecycle, model risk management, Basel regulations, and the IFRS 9 standard.
• Financial Modelling experience - technical knowledge in PD, EAD, LGD, Basel II and IAS39.
• Coding skills - SAS, SAS (Enterprise Guide), R, and/or Python.

Should you meet the minimum requirements for this position, you can forward your comprehensive CV to [Email Address Removed]. Alternatively, you can phone the team on [Phone Number Removed];
For more finance jobs, visit our website on [URL Removed]
Correspondence will only be conducted with short-listed candidates. Should you not hear from us within 3 days, please consider your application unsuccessful.

Desired Skills:

• SAS
• Python
• Credit Risk Assistant Manager