Credit and Risk Developer
*UMBRELLA ONLY*
The Role
- Support and lead the build, enhancement and deployment of wholesale credit risk models, as directed, to allocate RWA, CRR, EAD, LGD, or Economic Capital / provisioning measures and to support businesses.
- Support business model users by providing training, conducting user forums, obtaining feedback.
- Liaise with Global RRA members as well as with business and risk stakeholders to share and acquire analytics expertise.
- Communicate with regulators in order to explain the compliance of risk rating system with IRB requirements
Key Skills and Experience
- University degree in a quantitative or technical field
- Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
- Strong data management and system deployment skills
- Good knowledge of wholesale credit process and products
- Relevant working experience in a bank, rating agency, consultancy or advisory firm
- Ability to prepare clear and effective presentations, trainings and workshops
- Open personality and effective communicator, ability and flexibility to work in an international team
- Ability to write clear and understandable documents.