Our client, a leading bank, is looking for Manager to join their credit risk modeling team to cope with the bank’s expansion.
Job Description:
- Perform data identification, collection and data cleansing for credit risk modeling
- Develop, measure and monitor credit risk models for Basel II IRB purposes Validate and calibrate credit risk models
- Conduct policies and procedures review in relation to the development and implementation of credit risk models
- Prepare various reports and develop credit stress testing programs
Job 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 and Excel macro programming languages
- Experience in credit risk management is an advantage.