Together, all in, to build a better working world.
What We Look For
- A relevant university degree, preferably in finance, mathematics, statistics, economics, engineering or a related discipline; an MBA or MS preferred
- At least 3 years of relevant experience in banking/capital markets at a commercial bank with a well developed credit risk management infrastructure or comparable experience working as an advisor to a financial services company
- Experience in the areas of credit risk management, risk rating systems, model validation, IFRS 9 impairment models, Basel IV, climate related financial risks, regulatory capital and/or capital markets
- Experience in the areas of credit decision systems, credit risk and collection strategies, limit and income estimation models
- Strong analytical and problem solving skills and demonstrated knowledge in credit risk measurement and management
- Experience in any of the following software development environments: R/Python/SQL/SAS etc.
- Broad consulting and project management skills, effective written and oral communication skills,
Your Key Responsibilities
Serve as an integral member of an engagement team by supporting many aspects of client advisory projects. Develop your personal and business skills and embrace technical excellence by working on challenging projects with some of the most well-known financial institutions as well as through our extensive learning and development programs.
Advise clients on a number of credit risk related topics. These areas include:
- Credit risk modelling and validation (incl. Probability of Default and Loss Given Default estimation)
- Quantitative methods and tools supporting credit risk measurement
- IFRS 9, Basel IV, BRSA guidelines and other regulatory requreiments
- Climate related financial risks
- Credit decision system design & implementation
- Credit policy development and process enhancement
- Credit risk monitoring and early warning systems
- Credit risk measurement (asset and portfolio level)
- Regulatory reporting