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更新于 6月7日

Manager to Senior Manager, Basel Project

3-6萬(wàn)
  • 香港
  • 3-5年
  • 本科
  • 全職
  • 招1人

職位描述

FRM金融風(fēng)險(xiǎn)管理師二級(jí)FRM金融風(fēng)險(xiǎn)管理師一級(jí)銀行
Job Responsibilities:
  • Monitor and review the performance of existing IRB models (e.g. Application and Behaviour scorecards, PD/LGD/EAD models)
  • Responsible for the implementation of IRB models into credit decision system
  • Conduct UAT for system implementation
  • Perform data analysis to monitor the data quality of front-line credit system
  • Cooperate with credit origination, credit monitoring and credit approval function team to develop risk analytical strategy on model uses to meet business requirement and ensure risk/reward payoff is maximized.
Requirements:
  • University graduate, preferably inStatistics, Mathematics, Computer Science, Economics, Finance, Risk Management or a related discipline
  • FRM is preferable
  • Experience in data analysis using relevant software packages i.e. Python, SQL, SAS, Excel
  • Excellent communication and writing skills in both Chinese (including Putonghua) and English
  • Strong project management abilities and ability to multitask

工作地點(diǎn)

香港海濱廣場(chǎng)一座

職位發(fā)布者

黃婷/人事經(jīng)理

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