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The wholesale credit risk group develop models for capital (Basel), impairment (IAS39/37, IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, economic capital, and for credit sanctioning.
Supporting the design and implementation of consistent and robust wholesale Credit Risk systems and processes.
Domain expertise in wholesale PD, LGD, EAD (preferred)
Expertise in data analysis – regression testing, large volume data comparisons, understanding relationships in the underlying data
University graduate in Finance, computer science or numerated related disciplines
High level of expertise in VBA, Excel, Access, PowerPoint, Visio and MSProject (or equivalent)