Job Descriptions:
- Develop, monitor, maintain credit risk and stress testing models in compliance with the regulatory requirements and prepare data and documents for model governance.
- Conduct statistical analysis and provide statistical information to evaluate risk profiles as well as assist portfolio managers by providing necessary risk management tools such as credit rating/scoring, PD, EAD and LGD model
- Partner with the various lines of business to enhance modeling and analytical framework
Qualifications:
- Bachelor or master’s degrees in Statistics, Economics, Mathematics, Financial Engineering, Operations Research (Statistics), Finance, or related quantitative discipline.
- 3-7 years of experience with credit risk modelling
- At least 3 years of experience in programming languages such as SAS and Python
- Good knowledge on credit products both retail and non-retail
- Strong understanding of quantitative analysis methods in relation to financial institutions
- Ability to clearly communicate modelling results to a wide range of audiences
- Drive to develop and maintain high quality and transparent model documentation
- Strong written and verbal communication skills.
Preferred Skills:
- Experience in credit rating credit scoring or IFRS9 models development
- Hands on experience in Machine Learning or Deep Learning techniques Knowledge on Climate Risk is a plus
Remark: The Bank requires the verification of criminal records prior consideration for employment to ensure secured and maintain standards of the organization.
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