This job has expired

Specialist, Model Development (1 year contract)

Kelly Services Hong Kong Ltd
2-5 years
15000 - 20000 HKD

Job Description

Job Description :
Our Client, aReputable Bank is now hiring aSpecialist, Model Development to support theirPortfolio Analytics Team
Principle Responsibilities
  • To support development and maintenance of risk models for retail and non-retail portfolios for the purpose of internal risk management as well as regulatory compliance.
  • To support Group Portfolio Analytics and Risk Management Group in embedding Portfolio Analytics in risk management standards and practices.
  • Participate in model development for retail and non-retail portfolios (e.g Probability of Default, Loss Given Default, Exposure at Default, Application risk, Behavioral risk models), ensuring model efficacy and compliance with internal policies and external regulatory requirements.
  • Actively participate in model development projects from an end-to-end perspective including facilitating the model approval process and supporting successful model implementation testing and performance monitoring.

  • University graduate with strong knowledge in statistics / econometrics / modelling theory and technical application in credit risk. Good knowledge on python / R are essential.
  • 2+ years analytics experience / experience in credit risk management in the banking industry are advantageous.
  • Good understanding of the Basel II Accord, MAS and HKMA supervisory requirements.
  • Good communication and writing skills
  • A good team player
  • Fresh university graduates with relevant modeling and python/ R programming knowledge will also be considered.

To apply for this position, please simply click on the APPLY NOW bottom. All applications will be treated in strict confidence, and used for recruitment purposes only in accordance with Kelly Services Hong Kong Limited’s Privacy Notice.

Similar Jobs

Career Advice to Find Better