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Assistant Manager to Manager, Retail Modeling, RMD

Industrial and Commercial Bank of China (Asia) Limited
Hong Kong
Gepostet vor 17 Tagen Permanent Competitive
Assistant Manager to Manager, Retail Modeling, RMD
Job Responsibilities

  • Develop application , behavior scoring card and PD/LGD/EAD models, independently or with the help of external consultants, for retail credit products
  • Monitor, review and improve the performance of the A/B cards and PD/LGD/EAD models of retail credit products
  • Help to develop risk analytics strategy to meet business requirement and ensure risk/reward payoff is maximized


Job Requirements

  • University graduate with major in Statistics, Computer Studies, Management Science, Mathematics, Risk Management or related discipline
  • Candidate possesses FRM or CFA is preferable
  • Strong experience in data analysis using relevant software packages i.e. SAS, Excel, VBA
  • Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China
  • Strong project management abilities and multi-tasking
  • Excellent communication and writing skills in both Chinese (including Putonghua) and English


Job ID  587261610
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