信用风险模型专家

1. Support the analysis, development and coordination with Customer Groups, Product Groups, Group Risk and regulators on the review and re-development of Wholesale credit models;
2. Support the development and monitoring of risk policies, processes and tools that facilitate risk based business management;
3. Support/Management of research, review, formulation and revision of wholesale credit policies and guidelines from modelling perspective;
4. Support Regional Head of Global Risk Analytics / Senior Global Risk Analytics Manager in wholesale credit modelling;
5. This is a replacement role in which is to support the development of wholesale credit models, expected to be used for both regulatory capital and internal risk management purposes;
6. The models developed are expected to meet global standards and regulatory requirements.
工作要求
1. Degree holder or above in Finance, Mathematics, Risk Management, Statistics or a related field;
2. Have a good understanding of credit (PD/EAD/LGD) modelling, in particular within the wholesale environment;
3. Experienced in banking industry, including experience in Risk and in a business line (preferably corporate);
4. Prefer to have a hands on experience in stress testing and Basel modelling and validation;
5. Able to work in a dynamic and multinational culture and cope with high pressure;
6. Hands on experience in programming language such as (but not limited to) SAS, S+, Matlab, R or Python.