Frontier IQ - Kuwait City - Our client is a leading bank based in Kuwait, currently recruiting for an experienced Senior Credit Risk Manager. Strong quantitative background and experience in Credit risk analysis, model (PD, LGD, EAD) development, model validation, Credit VaR methodology, Scenario Analysis and Stress Testing, Counterparty Credit Risk, Loan Pricing, RAROC, etc Experience in: Development of Credit Rating, PD, LGD, EAD models TTC and PIT calibration Techniques of Rating Models Credit Portfolio risk measures (Credit VaR) IFRS9 modeling for ECL Desired Skills and Experience Professional qualifications (FRM, PRMIA, CFA, etc), Experienced in using term structure models and systems such as Bloomberg, Reuters, RiskMetrics, etc Good knowledge of regulatory requirements related to Capital Adequacy Strong experience in some of statistical modeling tools (e.g. SAS, R, S+, Matlab, etc) Strong analytical and computer skills in Excel, Access and, SQL, with VBA programming skills Role based in Kuw...
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