Senior Corporate Model Builder in Credit Risk-Basel II (Development background) TOP Financial Firm recruitment
Main responsibilities and daily tasks:
- The primary focus of this role will be on the Project Delivery side working side by side with Regional banks
- Daily hands-on technical work using (mostly) SAS and other tools to create models. Experience with statistical modeling techniques
- Work as part of the Solution Delivery team to effectively deliver solutions for clients. The solutions could be models, various types of reports and analyses, and other consulting services.
- Credit risk model development, validation and calibration, and other quantitative and qualitative analysis for credit risk assessment.
- Provide framework for enhancing client’s credit related processes.
- Developing and presenting project results and materials to clients.
- Assisting in management of projects to deliver projects and deliverables in an effective and timely manner.
- Working closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals.
Main requirements:
- University degree or MBA in either Finance, Economics, Engineering or any related field
- Minimum 3 years of working experience.
- Previous working experience building Corporate banking models in Credit Risk using Basel II (people with experience building retail models will not be considered)
- Good working knowledge in Credit Risk using Basel II (models to Risk management)
- Excellent programming skills/ Development background using some of the following technologies: SAS, MS Access, Excel, Mathlab, VBA or similar data management and statistical programming software
- Experience in commercial credit risk modeling, credit risk management or consulting.
- Experience in Project management or Project delivery will be a great advantage but not a must
- Excellent presentation, interpersonal and communication skills
- Languages: Excellent English (Mandarin and Cantonese will be a great advantage)
- Work location: Hong Kong. (Candidates can also decide to work in Beijing or Shenzhen from the beginning if they decide to)
Note: Candidates without any working experience background in Development will not qualify for these jobs.
Apply directly online or send your CV to: alex.sorlut@reedglobal.com and call his direct line to follow-up: +852 3696 5972.
April 24, 2010
• Tags: Information Services careers in the Hong Kong SAR, Senior Corporate Model Builder in Credit Risk-Basel II (Development background) TOP Financial Firm recruitment • Posted in: Financial