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CONSULTANT/CREDIT RISK MODELLING
Leading Risk Consulting Company
Consultant with risk modelling or analytics experience
About Our Client
Our client is one of the leading management consultancy companies providing of risk and wealth management solutions and financial consultancy for institutional investors.
Successful candidates will support project managers in handling activities in the following areas:
- developing and implementing rating and PD, EAD, LGD models;
- developing and support deployment of quantitative models and other analytic tools;
- developing and implementing portfolio models (Credit Risk);
- adjusting credit processes (disbursement, monitoring and debt collection);
- adapting the organisation to Basel requirements
The Successful Applicant
The ideal candidate will have:
A graduate or master's degree in a quantitative discipline (e.g., statistics, economics, finance, engineering, math, Experience with statistical packages such as SAS, Matlab, Stata, SPSS or R. Familiarity with SAS Base, Macros, PROC SQL is a plus. Proficiency in Microsoft Office skills (particularly Excel and Word), Hands on experience with credit risk models (in particular PD, LGD, EAD, stress test models) are highly desirable.
Candidates with 3 to 7 years of experience on credit risk modelling, analytics or validation divisions of banks, consultancy firms, university research centers or telecommunication companies are desired.
Other requirements include excellent diagnostics, problem solving, communications, work organization and time management skills and the ability to work in teams. A good command of English is imperative and fluency in a second language is an advantage. (Persian or Italianlanguage would be a plus).
What's on Offer
Successful applicants will be offered a training programme that may require travel abroad, and the opportunity to work in a stimulating, dynamic environment, where their career paths depend on the achievement of set objectives.