SVP | Retail Credit Portfolio Analytics | Hong Kong based recruitment
Manager | Retail Credit RiskLocation: Hong KongSalary: $850k – $1.3mil HKD + bonus + benefitsResponsibilitiesLead team that develops and validates Basel II models which includes Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) pooling models and risk parameter estimation for retail credit products of the bankBuild Application / Behavioral scorecards for retail credit productsUndertake complex data analysis and / or predictive modeling (e.g. logistic regression, linear regression, decision tree design) utilizing standard package such as SASDevelop retail credit Read more […]
July 7, 2012
• Tags: Risk Management careers in the Hong Kong SAR, SVP | Retail Credit Portfolio Analytics | Hong Kong based recruitment • Posted in: Financial • Comments Off on SVP | Retail Credit Portfolio Analytics | Hong Kong based recruitment