Job Description

• To support FS Advisory Credit Risk Team in delivery of services to / at client premises on delegated engagements and projects. 

Qualifications

Minimum Qualifications and Experience required:     

• Undergraduate degree specializing in one or more of the following disciplines: Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics or Econometrics
• At least 3 years of relevant work experience in banking, financial services consulting, or similar environment
• Fundamental credit risk modelling capabilities including predictive modelling techniques
• Basic understanding of the credit lifecycle, model risk management, Basel III regulations and the IFRS 9 standard
• Computer literacy:  MS Word, Excel, and PowerPoint
• Coding skills: SAS, SAS (Enterprise Guide), R, and/or Python
• Personal aptitudes: Reliable, diligent, accountable, teachable, collaborative, attentive to detail

Roles & Responsibilities

• 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