Senior Manager - FRM – Credit Risk and Capital Management

Minimum Requirements

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics, Actuarial or equivalent.
• Relevant experience within a quantitative credit risk-based role would be desired with at least 8 or more years of experience.
• FRM (GARP) advantageous.
• SAS systems skills would be required. Python and R are advantageous.
• Must have strong communication skills at articulating quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients.
• Must have a proven track record to deliver complex projects.

Responsibilities:

• Supporting with the organization and execution of the development and validation of credit risk models (impairment and capital) for provisioning and capital adequacy purposes.
• Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities.
• Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, Economic Capital modelling etc.
• Potential involvement with Financial Instrument valuations and financial modeling for loan book portfolios and corporates.
• Engaging with a vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers.