Description of the role and purpose of the job: Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff.
The role will be for a Senior Manager in credit risk modelling.
Key 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.
Skills and attributes required for the role: • Relevant experience within a quantitative credit risk-based role • Well versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (, SAS, Python, or R) • Strong organisational and time management skills • Proven track record of managing and delivering workstreams Experience of managing teams, coaching and mentoring junior staff • Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients Minimum requirements to apply for the role (including qualifications and experience): • A Hons or Master's 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 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