Assistant Manager - Credit Risk (Regulatory & Financial Risk)
Core
Develop and calibrate credit risk models, validate them, and deliver analytics and reports to clients on delegated engagements.
Role type
Assistant Manager, Credit Risk (Regulatory & Financial Risk)
Builds
Credit risk models, portfolio analytics, and project reports for financial services clients
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modelling, predictive modelling, financial modelling (PD, EAD, LGD), Basel regulations, IFRS 9, SAS, R, Python
Preferred skills
Project management, strategic insights, leadership, client delivery, report writing
Technologies
SAS, R, Python, MS Excel, MS PowerPoint
Responsibilities
Development and calibration of credit risk models; Model validation, monitoring, and testing; Derivation of portfolio credit analytics; Review of client deliverables; Drafting of project reports
Seniority
Mid-Senior, hands-on IC with mentorship