Assistant Manager - Credit Risk (Regulatory & Financial Risk)

To support RFR - 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

Technical Competencies:

* Understanding of the audit and advisory businesses, and their interaction with wider firm locally and globally, strategy and challenges * Notable experience on providing Strategic Insights to Partners * Project management experience * Excellent industry and business knowledge * Demonstrated leadership skills * Ability to interpret, communicate and implement strategy * Demonstrated execution of complex projects within timeframes and cost * Experienced in development and delivery of professional presentations * Excellent report writing skills * Solid financial knowledge

Behavioural Competencies:

* Exceptional communication skills, both written and verbal with all levels of staff & leadership * Strong interpersonal and relationship-building skills * Excellent mentorship and coaching ability with desire to develop self and others * Strong client delivery focus * Highly adaptable, managing change and ambiguity with ease * Focus on quality and risk * Excellent problem-solving ability * Exceptional business acumen

* Undergraduate degree specializing in one or more of the following disciplines: Statistics, Mathematics, Financial Engineering, Actuarial Science, Engineering, Economics, or Econometrics * At least 3 - 5 years of relevant work experience in banking, financial services consulting, or similar environment * Fundamental credit risk modelling capabilities including predictive modelling techniques * Basic understanding of the credit lifecycle, model risk management, Basel regulations, and the IFRS 9 standard * Financial Modelling experience– technical knowledge in PD, EAD, LGD, Basel II and IAS39. * Computer literacy:  MS Word, Excel, and PowerPoint * Coding skills: SAS, SAS (Enterprise Guide), R, and/or Python