Africa Talent by Deloitte - IRL Financial Risk- Senior Consultant at Deloitte

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

Minimum requirements

• 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