Credit Risk Modeling Manager recruitment
Responsibilities: Perform data identification, collection and data cleansing for credit risk modeling Develop, calibrate and monitor credit risk models for Basel II IRB purposes Draft policies and procedures in relation to the development and implementation of the models Prepare various reports and develop credit stress testing programs Requirements: University degree in Statistics, Mathematics, Physics, Actuarial Science, Risk Management or related disciplines Minimum 5 years’ experience in Basel II IRB credit risk modeling Strong skills in SAS programming language Experience in credit risk management Read more […]
March 11, 2012
• Tags: Credit Risk Modeling Manager recruitment, Risk Management careers in the Hong Kong SAR • Posted in: Financial • Comments Off on Credit Risk Modeling Manager recruitment