CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
My client is a financial risk management advisory firm, which provides consultancy services to insurance companies, banks and investment management sector globally. They are in urgent need of a credit risk modeller specifically with experience around the IRB model projects from a banking book (wholesale risk, corporate risk, retail risk etc)
A perfect candidate will have to:
* Assess credit risk models (PD, LGD and CCF) and performance. * Develop credit risk models (PD, LGD and CCF). * Validate PD, LGD and CCF. * Support the strategy of IRB application and submission * Define the model of management frameworks. * Analyse RWA.
Skills Required: * Some knowledge of other tools: Matlab, * Master's degree in Finance, Financial Engineering or similar. * International education and working experience.