Risk Analyst at Global Profilers

The Risk Analyst will be responsible for IFRS 9 implementation projects in the following areas:

Responsibilities

• Validate the risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management under Basel
• Identify adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) and ensure they comply with IFRS 9 requirements
• Make adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) to ensure compliance with IFRS 9 requirements
• Provide quantitative and technical support required in building IFRS 9 compliant impairment models and calculators for clients

Qualification and Experience:

• Qualifications: B.Sc. [2.1]/MBA in Mathematics or Actuarial Science
• 2 -3 years credit risk modeling experience covering risk parameters such as PD, LGD, EAD/CCF etc. in an Advanced IRB environment
• Basel II/III capital requirement calculations under Advanced IRB approach
• Banking/Insurance
• IFRS 9 and IAS 39 knowledge/experience will be an added advantage.

Skills

• Using mathematical sense to model under different scenarios
• Model validation etc.