Risk Model Developer

  • Competitive Package
  • Hong Kong Hong Kong Hong Kong HK
  • Festanstellung, Vollzeit
  • Non-disclosed
  • 19 Jun 18 2018-06-19

A leading bank is looking for the following candidate..

The Ideal candidate should be able to develop the follow models

IFRS 9 Model for:

1. Corporate PD / LGD / EAD Models

2. Retail PD / LGD / EAD Models

3. Counterparty models – PFE / CVA / DVA

  • Responsible for the development, implementation and enhancement of credit risk models and systems.
  • Provide support to model governance, model validation, internal and external audit
  • Work closely with internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements
  • Support the Bank’s development, enhancement and implementation of IRB models
  • To participate in system development projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing
  • To develop, manage and maintain data control framework for credit risk model development