One of our financial client is looking for Analytics Consultant – IFRS9/RWA
To be considered for this role you should have –
- Experience using IFRS9 Financial Instruments
- Extensive experience working with off-balance-sheet exposure, RWA and credit risk
- Good working knowledge of SQL/ PL-SQL
- Exposure to Moody\’s software and C++ is a definite plus but not a mandatory requirement.
Your responsibilities will include but not limited to –
- Manage portfolio risk and account management policies for bank\’s products
- Optimize risk reward trade off sustainable business growth.
- Employ cutting edge decision analytics to enhance risk segmentation precision and profitability of portfolio strategies (Credit Line Management, Authorization, Collection and Pricing).
- Provide guidance and consultation to ASP sites on managing credit risks associated with their existing portfolio
- Financial model\’s development based on Basel II.
- Provide framework to enhance Banks\’ credit related processes
- PD and LGD model validation and optimization
- Quantitative and qualitative analysis on credit risk assessment
- Master scale calibration and scorecard development
- Do presentation to clients and transfer knowledge to clients
If you have these skills and want to take your career to the next level then don\’t miss the opportunity and please APPLY NOW or call Amrita at 03 8506 6553