Manager to Senior Manager, Basel Project | 人才服務辦公室

職位描述

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