(originations, loan book performance monitoring, risk-adjusted return optimization, operations and collections)
Unexpired Risk Reserves (AURR). Perform stochastic risk adjustment calculations using R/Python. Capital Modelling: desirable. Proficiency in R and Python for risk adjustment calculations. Strong understanding of economic
provisions - IBNR, UPR, AURR, including stochastic risk adjustment calculations in R/Python Managing projects
provisions - IBNR, UPR, AURR, including stochastic risk adjustment calculations in R/Python Managing projects
including IBNR, UPR, AURR and including stochastic risk adjustment calculations in R/Python. Producing reports
including IBNR, UPR, AURR and including stochastic risk adjustment calculations in R/Python. Producing reports
including IBNR, UPR, AURR and including stochastic risk adjustment calculations in R/Python.
challenging assignments which carry a risk of failure. Adjusts effectively to work within new work structures;
exposure risk.
potential risks and develop mitigation strategies. Monitor project progress and make necessary adjustments to