About the Role
Job Description
Qualifications
- Development and calibration of credit risk models
- Model validation, monitoring, and testing.
- Benchmarking credit metrics amongst peers in a market
- Derivation of portfolio credit analytics
- Review of client deliverables to ensure quality, accuracy, and completeness.
- Communication of project challenges and outcomes with clients and team members
- Drafting of project reports
- Sharing of knowledge and skills with colleagues
Qualifications
- BSC Degree (Mathematics/Statistics/Quantitative/Financial Engineering or Actuarial Science.
- Financial Modelling experience– technical knowledge in PD, EAD, LGD, Basel II and IAS39.
- Experience in building and developing IFRS 9 Models.
- Financial services and market regulations knowledge and application: regulation 23, IAS39, IFRS 9 (intermediate level).
- 5 - 8 years credit experience at a Ba...
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