Deloitte - IRL Financial Risk- Senior Consultant Jobs in South Africa

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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