Analyst, Credit Risk Modelling and Analytics, RMD

Key Responsibilities

• Conduct data analysis to assess and enhance the quality of credit risk data across various systems
• Work closely with teams to analyze data and prepare reports for senior management
• Assist in risk management workflow re-engineering and revamp of credit risk processes & controls
• Assist in development and enhancement of credit risk mathematical models
• Collaborate with model validation team for credit risk models validation

Requirements

Education

Bachelor's or Master's degree in financial engineering, quantitative risk management, or STEM disciplines

Experience

1-2 years

Required Skills

• Excel VBA
• Python (preferred)
• Matlab (preferred)
• Chinese language proficiency
• English language proficiency
• Putonghua proficiency
• Derivatives pricing knowledge
• RWA knowledge
• Communication skills
• Writing skills

Required Certifications

• FRM (Financial Risk Manager) preferred