Credit and Portfolio Risk Management - Contract
- Perform day-to-day client engagement and project leadership activities. Responsibility for managing project execution, together with successful commercial outcomes
- Develop client engagement proposition: Work with clients to define project scope, deliverables, costing, budget & profitability measures, identify engagement risks and mitigation actions
- Develop engagement structure: Identify and secure resourcing, define project structure & roles, project timelines & milestones
- Deliver engagement: Manage team deliverables to plan, manage dependencies across project workstreams, day-to-day client engagement, visibility & communication, manage budget vs plan, escalate perceived risks to entire client programme
- Conduct design and knowledge transfer workshops on quantitative and qualitative methodologies so that clients can utilise the full potential of our solution. You are expected to train quantitative analysts, non-quantitative credit analysts and senior executives
- Working simultaneously across a number of live projects and in-flight ‘competency' opportunities
- Command of technical knowledge of credit and portfolio risk management
- Expertise in at least one if not more of the following: IFRS9, Stress Testing, Economic Capital, Credit Portfolio Management
- Strong understanding of the regulatory requirements pertaining to credit risk (Basel II/III, IFRS9, PRA, EBA etc.) and the challenges facing Financial institutions
- Ability to articulate complex technical concepts to senior executives in a clear and confident manner
- Strong grasp of the Financial and Capital Markets operations, their relationship with financial institutions and their systemic role and impact
- Manage and develop teams of consultants and lead consultants
- Batchelor's degree (or equivalent) with an emphasis in Finance, Economics, Accounting, Mathematics, or related quantitative field. MA or MSc degree a plus. FRM or PRM or CFA designation a plus.
- 5-15 years relevant experience in financial markets, gained at either a top-tier consulting firm or within a commercial banking or capital markets environment.
- Strong working knowledge of Excel/VBA and at least one of R, SAS, Matlab
- Experience in building, validating or managing risk models for wholesale banking (eg credit, capital, stress testing, portfolio),
- Track record of successful project management, preferably within a commercial banking or consultancy environment.