To support RFR - Credit Risk Team in delivery of services to / at client premises on delegated engagements and projects.
Roles & Responsibilities
- Development and calibration of credit risk models
- Model validation, monitoring, and testing.
- Benchmarking credit metrics amongst peers in a market
- Derivation of portfolio credit analytics
- Review of client deliverables to ensure quality, accuracy, and completeness.
- Communication of project challenges and outcomes with clients and team members
- Drafting of project reports
- Sharing of knowledge and skills with colleagues