Market Risk Manager-International Bank

工作职责
1. Provide in-time data analytics to support model development and management projects.
2. Develop, improve or re-build the existing suite of models and methodologies.
3. Improve the tools supporting testing, monitoring and regulatory approval of traded risk models.
4. Contribute to projects aimed at aligning methodologies, governance and policies.
5. Appropriately calibrated and applied credit risk models help ensure that risk is more accurately quantified, allocated and managed. This in turn leads to more appropriate risk-return analysis for the business.
6. Effective communication with internal team and business stakeholders to ensure a strong common understanding of the models/analytics and that best practices are being applied.

任职要求
Qualifications
1. Degree holder or above in Finance, Mathematics, Risk Management, Statistics, Computing Science, or a related field.
Experience
1. Have a good understanding of credit decision modelling, within the wholesale environment.
2. Experienced in banking industry, including experience in Risk and in a business line (preferably corporate).
3. Prefer to have a hands-on experience in Basel modelling, monitoring, and machine learning model development.
4. Prefer to have experience in Basel and HKMA regulatory capital rules.
Skills
1. Able to work in a dynamic and multinational culture and cope with high pressure.
2. Sound knowledge in statistics and solid analytical skills.
3. Strong technical background with excellent communication and project management skills.
4. Hands on experience in Python, SAS, or any programming language.
5. Capable to conduct statistical analysis independently.