H Pierson Jobs in Nigeria: Risk Analytics & Modelling - Jobs in Nigeria

H Pierson Jobs in Nigeria: Risk Analytics & Modelling

Posted on :

1 Dec, 2009

Category :

Banking Jobs in Nigeria

hpiersonH Pierson Associates is recruiting for a leading Nigerian bank  H Pierson is currently recruiting for the following position: Risk Analytics & Modelling (Banking)

Job Specifications:

  • Assist and support the development of Risk Measurement techniques
  • Implementation of Credit Risk, Pricing & Profitability Models
  • Development of Credit Models for PD, LGD and EAD
  • Development of Retail Scorecards and Retail Portfolio Risk Model
  • Corporate Credit Risk Rating Model Development and Calibration
  • Development of the rating models for corporate (including derivatives impact on credit risk, qualitative part, final model, calibration),
  • Conduct Independent Validation of scoring and rating models in accordance with Basel II
  • Development of Risk Model Governance Structure and Policies
  • Designing model validation procedures and methodologies
  • Leading workshops and trainings from scorecard`s development and validation,
  • Act as subject-matter experts in Foundation and Advanced IRB implementation
  • Development of stress-tests methodology
  • Risk aggregation and capital allocation
  • Apply Risk modeling tools towards evaluating exposures
  • Develop tools for capital efficiency measurement such as RAROC, EVA, EVE, etc

Person Specifications:

  • Minimum of 8–10 years banking experience covering combinations of business line management, banking operations, process management and Information Technology audit.
  • Excellent Statistical Knowledge.
  • Strong analytical skills to identify patterns of incidents and causes.
  • Tenacity and intellectual curiosity to identify the root causes of incidents.
  • Good writing and presentation skills
  • Ability to use process mapping tools
  • Strong Team Work Skills
  • Strong Problem-solving Skills
  • Proven Business analysis skills
  • Good computer application skills in Microsoft word, Power Point,  Microsoft Excel, etc

Method Of Application:

Simply send your CV to [email protected]

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