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Tech Stack
Tools & technologiesPythonSQL
About the role
Key responsibilities & impact- Demonstrate deep technical expertise and industry knowledge, particularly in financial products with a focus on lending solutions.
- Design, assessment, and benchmarking of financial risk management policies, frameworks, methodologies covering a range of risk domains such as credit risk, market risk, operational risk, liquidity risk, climate risk, and integrated risk topics viz., capital adequacy and stress testing measurement methodologies in financial institutions (FI)
- Monitor project progress, manage risks, and effectively communicate status, issues, and priorities to key stakeholders to ensure successful outcomes.
- Actively mentor and support the development of junior consultants within the organization.
- Review, analyze, and validate the work completed by junior team members to ensure accuracy and quality
- Adapt to projects involving model audits, validation, and development, demonstrating flexibility and domain knowledge.
Requirements
What you’ll need- Graduate or Master’s degree in a technical or quantitative discipline such as Engineering, Mathematics, Statistics, Physics or equivalent with a minimum of 3 years of relevant experience
- Solid foundation in statistics and econometrics.
- In-depth knowledge of Credit risk model development, validation, audit and/or implementation of the banking book portfolio
- Advanced technical skills, with proficiency in Python, SAS, SQL, R, and Excel.
- Hands-on experience in data preparation, manipulation, and consolidation.
- Strong documentation skills, with the ability to quickly grasp complex concepts and present them clearly in documents or presentations.
- Strong multi-tasking skills with demonstrated ability to manage expectations and deliver high quality results under tight deadlines and minimal supervision.
- Professional certifications such as FRM, CFA, PRM, or SCR preferred.
- Knowledge of regulatory modeling (BASEL, CCAR, IFRS9) is preferred
- Exposure to regulatory stress testing processes around credit risk & ICAAP
- Exposure to Interest Rate Risk in Banking Book (IRRBB)
- Experience in data/business intelligence (BI) reporting.
- Familiarity with machine learning models and their practical applications.
- Willingness to travel for client engagements.
Benefits
Comp & perks- Support, coaching and feedback from some of the most engaging colleagues around
- Opportunities to develop new skills and progress your career.
- The freedom and flexibility to handle your role in a way that’s right for you.
ATS Keywords
✓ Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
PythonSASSQLRExcelstatisticseconometricscredit risk model developmentdata preparationdata manipulation
Soft Skills
communicationmentoringdocumentationmulti-taskingflexibilityanalytical skillsproblem-solvingteam collaborationtime managementattention to detail
Certifications
FRMCFAPRMSCR
