職位描述
FRM金融風險管理師二級FRM金融風險管理師一級銀行
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.
- 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
香港海濱廣場一座
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