Opportunity
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| Position: |
|
| Reference number: |
1167 |
| Function: |
Risk Management |
| Specialism: |
Basel II | Credit Risk |
| Location: |
Hong Kong, China |
| Geographical coverage: |
All of Asia |
| Industry: |
Financial |
| Financial product: |
Loan | Mortgage
|
| Years of experience: |
2+ |
| Language: |
English
|
| Position type: |
Full-time |
| Date posted: |
1st January, 1970 |
An exciting opportunity has arisen at a top tier investment bank to join their Basel II Model Development function.
Located in Hong Kong, the successful candidate will be developing BASEL II models, including PD, LG and EAD segmentation models with risk drive selection for retail lending products of the bank. You will also be responsible for the computation of conservative/downtum PD, LGD, EAD and thereby bank capital and expected loss (EL) by products. University graduate in quantitative discipline (Applied Mathematics/Statistics) with at least 2 years of working experience in Basel II Model/scorecard development and monitoring is essential. In additions, candidates are expected to have good programming skills with fluency in SAS. If you would like to learn more about this opportunity please call Aquis Search at +852 2537 0333 or email your details to risk@aquissearch.com -
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If you would like to learn more about this opportunity please call Aquis Search on +852 2537 0333 for a confidential discussion or email your details to risk@aquissearch.com