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