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Credit and Liquidity Risk Specialist
4 days ago
We are looking for a highly skilled Credit and Liquidity Risk Specialist to join our team at Ernst & Young Advisory Services Sdn Bhd. As a key member of our Risk Consulting – Financial Services Risk Management (FSRM) team, you will be responsible for managing risk and ensuring the financial stability of our clients.
Key responsibilities include:
- Experience in working in Integrated Risk Management Department in Banks or Management consulting firms.
- Proficiency in developing and implementing advanced risk models - IRB implementation, PD & LGD modelling capabilities for both corporate & retail portfolio.
- Good knowledge of Credit Risk Model Development steps starting with exploratory data analysis, roll rate, vintage analysis, logistic/linear regressions, Time series, scorecard calibration
- Credit Risk Model Validation starting from data preparation and analysis, validation tests, back testing, scenario analysis.
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