Risk Analyst

Global Profilers

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Global Profilers is a Recruitment & HR Services firm specialized in recruitment in Africa; we are currently looking for  a qualified candidate for our client who is a reputable financial advisory institution.

 

Responsibilities:

 

  • Validate the risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management under Basel
  • Identify adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) and ensure they comply with IFRS 9 requirements
  • Make adjustments required to risk parameters (PD, LGD, EAD/CCF) calculated for internal credit risk management (under Basel) to ensure compliance with IFRS 9 requirements
  • Provide quantitative and technical support required in building IFRS 9 compliant impairment models and calculators for clients

 

 

Qualification and Experience:

  • Qualifications: BSc [2.1]/MBA in Mathematics or Actuarial Science
  • 2 -3 years credit risk modeling experience covering risk parameters such as PD, LGD, EAD/CCF etc. in an Advanced IRB environment
  • Basel II/III capital requirement calculations under Advanced IRB approach
  • Banking/Insurance
  • IFRS 9 and IAS 39 knowledge/experience will be an added advantage.

 

 

Skills:

Using mathematical sense to model under different scenarios

Model validation etc.

 

This job originally appeared elsewhere.

Summary

Company

Global Profilers

Job Level

Experienced (Non-Manager)

Location

Lagos

Specialization

Banking / Finance / Insurance

Job Type

Full-Time

Minimum Qualification

Degree

Preferred Years of Experience

1 - 3 years

Application Deadline

Today