Manager to Senior Manager, Basel Project

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 requirem

Industrial and Commercial Bank of China (Asia) Limited - Hong Kong - Full time

Salary: Competitive

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.

Requirements:

  • University graduate, preferably inStatistics, 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
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