Minimum Requirements

A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics, Actuarial or equivalent. Relevant experience within a quantitative credit risk-based role would be desired with at least 8 or more years of experience. FRM (GARP) advantageous. SAS systems skills would be required. Python and R are advantageous. Must have strong communication skills at articulating quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients. Must have a proven track record to deliver complex projects.

 

Responsibilities:

Supporting with the organization and execution of the development and validation of credit risk models (impairment and capital) for provisioning and capital adequacy purposes. Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities. Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, Economic Capital modelling etc.  Potential involvement with Financial Instrument valuations and financial modeling for loan book portfolios and corporates. Engaging with a vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers.