Global Profilers is a Recruitment & HR Services firm specialized in recruitment in Africa; we are currently looking for a Risk Analyst for our client who is a reputable financial advisory institution.
Job Title: Risk Analyst
Responsibilities:
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
Skills
Using mathematical sense to model under different scenarios
Model validation etc.
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.
How to Apply
Click Here to Apply Online
Leave a Reply