Manager to Senior Manager, Basel Project (IRB models)

Company : Industrial And Commercial Bank Of China (asia) Limited

Job Type : Full Time

Hong Kong

Job Description - Manager to Senior Manager, Basel Project (IRB models)

Job Responsibilities

Monitor and review the performance of existing IRB models (e.g. Application and Behaviour scorecards, PD/LGD/EAD models)
Responsible for the implementation of IRB models into credit decision system
Conduct UAT for system implementation
Perform data analysis to monitor the data quality of front-line credit system
Cooperate with credit origination, credit monitoring and credit approval function team to develop risk analytical strategy on model uses to meet business requirement and ensure risk/reward payoff is maximized.

Job Requirements

University graduate, preferably in Statistics, Mathematics, Computer Science, Economics, Finance, Risk Management or a related discipline
FRM is preferable
Experience in data analysis using relevant software packages i.e. Python, SQL, SAS, Excel
Excellent communication and writing skills in both Chinese (including Putonghua) and English
Strong project management abilities and ability to multitask

To Apply
Please submit your resume to [email protected] .

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Manager to Senior Manager, Basel Project (IRB models)

Job Description - Manager to Senior Manager, Basel Project (IRB models)

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