FS-RISK Consulting-FSRM - QBB-Climate RISK Modeling-Senior

Job Description

We are looking for a highly skilled and experienced Senior Consultant to join our team in the Financial Services Office (FSO) - Financial Services Risk Management (FSRM) - Credit Risk. The ideal candidate will have 3-8 years of experience. ### Roles and Responsibility Demonstrate deep technical capabilities and industry knowledge of financial products, particularly lending products. Understand market trends and demands in the financial services sector and client issues by staying updated on current business and industry trends. Monitor progress, manage risk, and communicate status, issues, and key priorities with stakeholders to achieve expected outcomes. Actively mentor junior consultants and review/analyze tasks completed by them. Flexibility to work on projects involving model audits, validation, and development activities. Possess strong documentation skills and the ability to quickly grasp key details and summarize them in presentations or documents. ### Job Requirements Postgraduate degree in accounting, finance, economics, statistics, or a related field. At least 3 years of related work experience in credit risk management, ECL, and stress testing. Complete understanding of climate risk models for credit underwriting, ECL, and stress testing. Knowledge of climate risk-related requirements published by regional regulators like FED, EBA, BNM, APRA, MAS, and other regulators. Understanding of Credit Risk and Risk Analytics techniques is desirable. Hands-on experience in data preparation, manipulation, and consolidation. Strong background in statistics and econometrics. Ability to take initiative and work independently with minimal supervision. Strong technical skills, proficient in Advanced Python (Pandas, Scikit Learn, Object-Oriented Programming, Parallel Processing), SAS (SAS Certified Preferred), SQL, R, Excel. Certifications such as FRM, CFA, PRM, SCR are a plus. Experience in Data/Business Intelligence (BI) Reporting is beneficial. Good to have knowledge in Machine Learning models and their applications. Willingness to travel to meet client needs. Previous project management experience is advantageous.