Financial Services Risk Management - Credit and Climate Risk - Senior Consultant

Responsibilities

As a Senior within the Financial Services Risk Management ("FSRM") Team your role involves developing and implementing risk solutions for financial institutions clients with a focus on credit risk and climate risk.

• Project delivery and team management:

o Ensure on-time and high-quality delivery

o Support the engagement manager with day to day client and stakeholder communication and management

o Provide coaching and mentoring to junior team members

o Assist in enhancing existing solutions serving for credit risk management

o Support the development of new solutions to address evolving market needs

• Business Development/ Pitching

oBuild and maintain relationships with internal and external stakeholders

oProactively identify and pursue new opportunities

Skills

• 3-5 years of work experience with knowledge and hands-on experience in one or more of the following areas:

oData analytics

oCredit risk IRB models for retail and wholesale exposures

oExpected Credit Loss models

oCredit risk stress testing models and scenario generation

oInternal Capital Adequacy Assessment Program (ICAAP)

oPolicy and procedure, key control points, end-to-end process credit risk area including loan approval / post-lending monitoring for both retail and wholesale exposures

oAI use case development experience on credit risk area

oClimate risk management / ISSB reporting

• Possesses strong project management skills and consulting skills, and able to adapt quickly and manage an environment of rapid change and development, and effectively lead others through this process;

• Someone who think out-of-the-box while developing models, reports or data code to solve challenging problems.

Background

• Master or Bachelor degree holder with major in Mathematical, Engineering, Statistical, Quantitative Finance, Computer Science or Artificial Intelligence

• Sound knowledge in statistical, quantitative analysis and data base language, strong background in programming languages (i.e., Python, SAS, R, SQL)

• Experience with deep learning tools such as Keras, TensorFlow, PyTorch, & MXNet

• Proficient in Microsoft Excel, PowerPoint and Word

• Excellent communication and presentation skills, good command of written and spoken Chinese and English

• Ability to work collaboratively with team members and to work independently

• Ability to multi-task, prioritize workload and meet deadlines