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Assistant Manager to Manager, Retail Modeling, RMD
Posting Date:
Jan 29, 2023
Location:
Hong Kong, HK
Employment Status:
Permanent
Department:
Risk Management Department
Job Description:
Job Responsibilities
- Develop application , behavior scoring card and PD/LGD/EAD models, independently or with the help of external consultants, for retail credit products
- Monitor, review and improve the performance of the A/B cards and PD/LGD/EAD models of retail credit products
- Help to develop risk analytics strategy to meet business requirement and ensure risk/reward payoff is maximized
Job Requirements
- University graduate with major in Statistics, Computer Studies, Management Science, Mathematics, Risk Management or related discipline
- Candidate possesses FRM or CFA is preferable
- Strong experience in data analysis using relevant software packages i.e. SAS, Excel, VBA
- Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China
- Strong project management abilities and multi-tasking
- Excellent communication and writing skills in both Chinese (including Putonghua) and English