Risk Modelling Consultant Lisboa

Risk Modelling Consultant
Lisboa
Lisboa, Lisboa, Portugal

A career in our Technology practice, will provide you with the opportunity to help clients seize essential advantages by working alongside business leaders to solve their toughest problems and capture their greatest opportunities. The role - Risk Modelling Consultant Responsibilities As a Risk Modelling Consultant, you'll work as part of a team of problem solvers, helping to solve complex business issues from strategy to execution. Pw
C Professional skills and responsibilities for this management level include but are not limited to:

• Development of statistical models for
  - making, assessment, or credit risk monitoring (e. G. PD, LGD, CCF, EWS) – whether in the prudential sphere (IRB/Pillar 2) or within the IFRS9 framework – in line with international best practices
• Validation and/or audit of models used in credit risk management
• Ability to support clients in identifying key areas for action in model risk management, as well as developing training sessions on the aforementioned topics
• Monitoring key market trends and regulatory developments governing the use of models and/or internal or external data, based on best practices in model risk management.

• BSc or MSc in Mathematics, Statistics, Management, Finance, Economics, or similar fields
• Minimum of 2 years of professional experience in the financial sector, preferably in roles related to credit risk management
• Proficiency in statistical software and data exploration tools (e. G. SAS, SQL, R, Python)
• Fluent in both written and spoken English and Portuguese.