Credit Risk Modeler: IFRS9, PD/LGD, Data Analytics

Milliman; Karachi Division; Vor Ort; PKR 1.800.000 - 3.000.000; Vollzeit

Zusammenfassung

Milliman in Karachi seeks a credit risk modelling expert to develop IFRS 9, PD and LGD models. You will analyze data, validate models and support integration into business processes, communicating findings to senior stakeholders.

You will collaborate with teams, stay updated on regulatory changes, and contribute to derivative valuation. A strong background in finance and statistics is essential.

Qualifikationen

• Experience in IFRS 9 modelling, PD modelling, and LGD modelling.
• Strong data management and database skills.
• Proficient in Excel and PowerPoint for analysis and presentations.
• Excellent analytical and problem-solving abilities.
• Ability to communicate complex concepts clearly.

Aufgaben

• Develop and implement credit risk models including PD, LGD and EAD.
• Perform data analysis and statistical modelling to assess credit risk.
• Gather, manage and analyze data for model development and validation.
• Collaborate with cross-functional teams to integrate models into processes.
• Prepare reports and presentations on model findings for management.
• Stay updated with regulatory changes and best practices in credit risk modelling.
• Assist in derivative (swap) valuation.

Kenntnisse

IFRS 9 modelling

PD modelling

LGD modelling

Data analysis

Excel

PowerPoint

Team collaboration

Communication

Ausbildung

Bachelor's degree in Finance/ Economics/ Statistics/ Mathematics

Master's degree or CFA desirable

Tools

SQL

Python

R

VBA

Power BI

Jobbeschreibung

Milliman in Karachi seeks a credit risk modelling expert to develop IFRS 9, PD and LGD models. You will analyze data, validate models and support integration into business processes, communicating findings to senior stakeholders.

You will collaborate with teams, stay updated on regulatory changes, and contribute to derivative valuation. A strong background in finance and statistics is essential.