Chuyên Viên Quản trị Rủi Ro
Mô tả công việc
- Develop and enhance Basel II PD, LGD and EAD models.
- Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing
- Measure expected credit loss (PD, LGD, EAD, EL) through 3 stages of credit risk, criteria for recognition of significant increase in credit risk, according to IFRS 9.
- Generate, analyse and standardise portfolio risk and capital reports, scorecard performance report and booking profile. Perform credit risk advise to senior management, regulators and other key stakeholders.
- Analyse product and credit programmes, including the review/estimation of risk parameters, product pricing, product structure and regulatory requirements.
- Develop and review Basel II credit risk related documentation, policies and procedures.
- Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models.
-Conduct training and research and development of new models, methodologies and model applications.
Yêu cầu ứng viên
- Undergraduate degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Business, Finance and Economics degrees with a strong quantitative focus and highly relevant working experience will be considered. Econometric focus and analysis will be considered as a strong positive. Post graduate degree is an added advantage.
- >5 years of working experience in credit risk modeling and management or consulting or risk vendor experiences.
- Experience for models development and/or validation for both Corporate and Retail, and/or IFRS 9 implementation will be an added advantage.
- Having FRM or CFA is a plus.
- Strong PC skills: SAS,R, Matlab - Programming, Enterprise Guide, Enterprise Miner; SQL query and database familiarity; MS Office applications, including advanced spreadsheet and VBA. Knowledge of Core banking is a plus.
Analytical mind with sound business insight, excellent communicator (Verbal and written), highly meticulous, and self-motivated.
- Self-starter, flexible with a proven ability to work well in teams, as well as being able to function with minimal supervision. People management experience is a plus.
Quyền lợi/Phúc lợi
- Deal with the company.
Địa điểm làm việc
- Thành phố Hồ Chí Minh
| Quy mô: | 200-499 nhân viên |
| Lĩnh vực: | Chưa cập nhật |
| Địa chỉ: | Số 29, Đường Lê Duẩn, Phường Bến Nghé, Quận 1, TP Hồ Chí Minh |
| Tên công ty: | Công ty TNHH PWC (Việt Nam) |
| Quy mô: | 200-499 nhân viên |
| Lĩnh vực: | Chưa cập nhật |
| Địa chỉ: | Số 29, Đường Lê Duẩn, Phường Bến Nghé, Quận 1, TP Hồ Chí Minh |
| Ngày đăng tuyển: | 05/01/2021 |
| Cấp bậc: | Mới tốt nghiệp |
| Học vấn: | Trung cấp |
| Số lượng tuyển: | 0 |
| Độ tuổi: | Không yêu cầu |
| Giới tính: | Không yêu cầu |
| Hình thức làm việc: | Toàn thời gian |
Thông báo
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