Deputy Manager to Senior Manager, Retail Modeling, RMD
Posting Date:
Jun 2, 2023
Location:
Hong Kong, HK
Employment Status:
Permanent
Department:
Risk Management Department
Job Description:
Job Responsibilities
- Coordinate, assess and review the retail IRB models developed by model vendors
- Monitor, review and improve the performance of the retail A/B cards and PD/LGD/EAD models
- Develop risk analytical strategy to meet business requirement and ensure risk/reward payoff is maximized
Job Requirements
- University graduate
- FRM is preferable
- Excellent communication and writing skills in both Chinese (including Putonghua) and English
- Strong experience in data analysis using relevant software packages i.e. SAS, Excel, SQL
- Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China
- Ability to multitask and strong project management abilities
Education
- Bachelor Degree or above
Qualification
Experience
- 4 to 6 years of relevant experience
Knowledge & Skills