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Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.
Participate in Credit Risk model development for retail and/or non-retail portfolios (including PD, LGD, EAD and behavior models), help to ensure model efficacy and model compliance with internal policies and external regulatory requirements.
Actively participate and help to drive the development projects from an end-to-end perspective including facilitating the model approval process and overseeing successful model implementation and performance monitoring.
Ensure execution excellence with focus on detail and self-discipline.
Provide methodological "challenge".
Contribute to the proper adherence to and improvement of model development & monitoring standard.
Maintain the high quality and timely delivery of all BAU and ad hoc tasks.
University graduate or post-graduate with major in Finance / Econometrics / Mathematics / Statistics or related quantitative disciplines.
Minimum 5-8 years of relevant experience in the development of internal rating models involving PD, LGD, and EAD.
Strong analytical, numerical, and problem solving skills.
Proven knowledge in the development of credit risk models (PD, EAD and LGD).
Strong understanding of basic credit analysis.
Well-versed in using programming languages such as: SAS, SQL, Microsoft Access, Microsoft Visual Basic.
Good interpersonal and communication skills.
Strong team player.
Able to work effectively and independently in a dynamic business environment and under pressure.
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.