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The role is at a major management consultancy, within the credit risk competence area of <strong>Financial Risk Management.</strong>
You will be required to develop, implement and validate grading and expected loss models; develop risk frameworks; design and re-engineer credit policies, processes and procedures.
You will also develop and implement measures of economic capital and risk adjusted performance and approaches to meet the requirements of the Basel Capital Accord.
In addition to the above, you will have an opportunity to complement the existing Credit risk team and to take responsibility for specific quantitative or business areas of credit risk within a credit or multi-disciplinary engagement team. This is likely to include:
• Credit model specification and design
• Review of risk framework or risk governance structures
• Basel II implementation projects
• Model calibration, parameterisation and validation.
The ideal candidate will
- be qualified to at least degree level in a relevant subject eg Maths. A Post-graduate qualification to Masters or Doctorate level would be an advantage.
- have a minimum of 3 years experience within either a <strong>risk management consultancy</strong> or <strong>financial institution.</strong>
- and a strong business knowledge of credit risk, preferably in the areas of trading, corporate lending or specialised lending.
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