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Our client is a leading Global Financial Services firm and we are hiring a VP/Director Credit Risk Modelling to be based in Hong Kong.
Our ideal candidate for this Credit Risk Modelling role should have strong Quantitative Credit Risk experience across Credit Risk Models (Basel, Scorecard, Economic Capital, PD, LGD, EAD etc.). We are looking for Credit Risk Modelling candidates with experience implementing, validating or developing Credit Risk models.
The main responsibilities of the Credit Risk Modelling, VP/Director role:
Work with the Sales and Client Teams to understand clients requirements on Credit Risk Modelling and Analytics
Act as the point of contact and expert on all Credit Risk Modelling and Analytics matters
Tailor Credit Risk Analytics and Modelling solutions for clients across PD, LGD, EAD, Scorecard, Economic Capital and Portfolio models
Oversee Basel implementation for the portfolio of Banking clients
Face clients and assess their business needs; deliver Credit Risk Modelling and Analytics solutions to the clients
Oversee and implement Credit Risk Analytics projects to the client
Build relationships at all levels with clients
This role will give the candidate the opportunity to take on a client facing role, but still, do a hands-on technical role and be the subject matter expert for Credit Risk Modelling and Credit Risk Analytics projects.
We invite all experienced Quantitative Credit Risk, Credit Modelling or related candidates who are keen on this Credit Risk Modelling role in Hong Kong with the Financial Services firm to please send your applications to us or call Natasha at +65 6589 4410 for a confidential discussion or click on apply below with your applications.
For more information, please visit http://www.selbyjennings.com or contact us at +65 6589 4410