Bachelors in Economics, Statistics, Finance, Mathematics, or related quantitative field, plus 5 years of postBachelors progressive experience in position offered or a portfolio management role.br br All required experience must have included indepth understanding of advanced econometric, statistical, mathematical and financial techniques to analyze and identify potential risk in financial portfolios, including reviewing and challenging recommended methodologies to measure credit risk in portfolio, recommending alternate benchmarking and sensitivity testing approaches to identify model limitations, quantifying the potential impacts and interpreting results from the quantitative models; understanding the interaction between credit risk and overall market and economic conditions and their impact on macroeconomic indicators; and conducting quantitative model review and testing using analytical tools SAS and VBA. At least two years of the required experience must have included experience with Current Expected Credit Losses CECL, International Financial Reporting Standards IFRS, Internal Capital Adequacy Assessment Process ICAAP and European Banking Authority EBA regulatory guidelines.
Categories: eb3
0 Comments