компания "ernst & young" responsibilities: building client risk management systems (including financial ones) quantification of credit and market risks development and validation of rating/scoring models development and validation of regression models to predict the values of risk metrics diagnosis and implementation of icaap development and validation of methodologies for calculating expected credit losses in accordance with the requirements of ifrs 9 development of approaches of stress testing optimization of credit processes development and implementation of machine learning tools main requirements: project management experience managing teams of 20+ people higher mathematical, technical or financial education knowledge of probability theory and statistics knowledge of accounting and finance practical skills of mathematical and financial modeling programming skills (vba, c/c++, r, python, sas) experience of using applied statistical programs (eviews, stata and others) experience in risk quantification and management in banks or companies specializing in the provision of risk quantification services ability to work with large amounts of data proficiency in english at a level not lower than upper-intermediate. will be considered as an advantage: a frm/prm/cfa certificate
Адрес
Казахстан Алматы