Audit Specialist (IFRS 9) İş İlanı

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 İş İlanları

QUALIFICATIONS AND JOB DESCRIPTION

Deloitte provides audit, tax, consulting, risk and financial advisory services to public and private clients spanning multiple industries. With a globally connected network of member firms in more than 150 countries and territories, Deloitte brings world-class capabilities and high-quality service to clients, delivering the insights they need to address their most complex business challenges. Deloitte’s more than 345,000 professionals are committed to becoming the standard of excellence.

Deloitte has 5 values to make an impact. These are; Lead the way, serve with integrity, take care of each other, foster inclusion, collaborate for measurable impact.

We are seeking for high potential candidates to be evaluated in our Audit Department with the following qualifications;

  • Minimum 2-3 years of relevant experience spent within a credit risk model development or model validation team at a major financial institution
  • Solid academic background with a PhD or Master’s Degree in mathematics, statistics, actuarial, econometrics, quantitative finance or any other relevant degree
  • Highly experienced in using the coding software such as: SAS, Python, R, SQL, Excel VBA and Power BI etc.
  • Solid knowledge of common practices in credit risk, including expected loss (PD, LGD, EAD) methodologies
  • Previous experience in credit risk modelling, IFRS 9 and BASEL II/III, core predictive analysis, modelling and model performance activities for clients in the areas of credit capital, provisions, application scoring, account / customer behavior scoring, risk grade modelling, time series modelling and portfolio segmentation
  • Previous experience in reporting to clients and senior management team
  • Further to this, having actuarial qualification (associate or near fellow) or near, or another equivalent quantitative post-grad qualification will be preferable.
  • Strong communication and report writing skills.
  • Ability to work with minimal supervision.

Roles & Responsibilities

  • Develop, enhance, validate and review IFRS 9 ECL models and IRB models
  • Ability to master PD, LGD & EAD models in accordance with Local and Global regulations.
  • Delivery of core predictive analysis, modelling and model performance activities for clients in the areas of credit capital, provisions, application scoring, account / customer behaviour scoring, risk grade modelling, time series modelling and portfolio segmentation.
  • Demonstrate the capability in performing machine learning and data science projects.