Manager - Credit Risk (Regulatory & Financial Risk)
at Deloitte
hybrid, senior, full time, 5–8 years
seen 4d ago
- IAS39
- SAS
- IFRS 9
- LGD
- EAD
- Basel II
- R
- VBA
- PD
- Matlab
- Python
- Financial Modelling
About the role
Regulatory & Financial Risk (RFR) is an established advisor within the financial services industry. Our vision is to be the leading provider of advisory services to financial services providers and corporate treasury operations across Africa. Our client offerings span: Credit, market, and corporate treasury risks; Valuations of financial instruments; Hedge accounting; and financial technology. We provide these services in the capacities of advisory, assurance, managed solutions, and resource augmentation. We also help clients address regulatory challenges relating to IFRS 9, 13, 17 and Basel, amongst others. Our team comprises of accountants, actuaries, statisticians, and quantitative analysts with a technical appreciation for both financial modelling and coding.
RFR’s client base comprises of the financial services industry and other sectors such as telecoms, retail, and healthcare in both local and international markets. The RFR Credit team resides within RFR, and is involved in the following service offerings:
* IFRS 9 Impairment Models (development, refinement, validation, and audit) * Regulatory and Economic Capital Credit Models * Scorecards and Analytics * Behavioural Product Pricing * Design, Development, and Implementation of Credit Monitoring Frameworks * Collections Optimisation * Strategy and Risk Appetite Statement * Secondments
RFR provides a distinctive work environment. We support a hybrid working model while still providing regular opportunities to interact in a social setting. We provide opportunities for technical upskilling and the development of managerial and leadership capabilities. We embrace diversity and inclusiveness, and we are deliberate in our efforts to achieve greater gender and racial transformation within RFR and Deloitte.
What Impact will you make
Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. As the undisputed leader in professional services, Deloitte is where you will find unrivalled opportunities to succeed and realize your full potential.
What they are looking for
To support FS Advisory Credit Risk Team in delivery of services to / at client premises on delegated engagements and projects.
Roles & Responsibilities
* Development and calibration of credit risk models * Model validation, monitoring, and testing. * Benchmarking credit metrics amongst peers in a market * Derivation of portfolio credit analytics * Review of client deliverables to ensure quality, accuracy, and completeness. * Communication of project challenges and outcomes with clients and team members * Drafting of project reports * Sharing of knowledge and skills with colleagues
Read from jobs.smartrecruiters.com, last seen 3d ago.