Deloitte – IRL Financial Risk- Senior Consultant Jobs in South Africa
About the opportunity
Be a key participant in financial risk and prudential regulation related-projects with specific focus on capital risk, credit risk and model risk;
Providing credit risk modelling and risk analytics support to clients;
Be a key contributor on Credit Risk Model development/validation projects including: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) models;
Performing segmentation analysis and calibration of models;
Extracting, transforming, and cleansing the data required for modelling;
Developing and performing statistical tests to access model performance;
Working with the wider Deloitte European and global financial risk network to identify and deliver leading edge solutions.
Qualifications
A bachelor’s degree in a quantitative discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics;
Minimum of 2 Years’ of experience working in a credit modelling role with experience in the development and/or validation of credit risk models
How to Apply
For more information and job application details, see; Deloitte – IRL Financial Risk- Senior Consultant Jobs in South Africa
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