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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