Executive•Reporting to – Senior/AM or above•Geo to be supported
Germany•Work timings
9.00 AM to 5.30 PM (may vary depending on the work commitments and deadlines)
Responsibilities
Roles & responsibilities
We are recruiting for an Executive in the Audit team. Working as an Executive in this team, your responsibilities will include:
·Analysis of the process to calculate risk provisioning including identifying and testing of relevant controls·Assessment of the bank’s development and validation of risk parameters PD, LGD, CCF, as well practical challenges·Assessment of the model components of the risk provision:
lifetime risk parameters and staging.·Analysis of the development and incorporation of forward-looking models, ECL (Expected Credit Loss)-data lineages and overlays in the ECL-modelling.·Recalculation of ECL and analysis of ECL-calculation and validation codes, overlay models and forward-looking models as well as the validation of those.·Building relationships with onshore team members sitting across different locations.
Qualifications
Educational qualifications
•Bachelor’s Degree or PG in mathematics/ statistics•CFA/ FRM pursuing (with at least Level 1 completed)Work experience
•1 - 2 years experience in Credit risk modelling.