Senior Associate – Credit Risk Modeling
Mức lương: Thỏa thuận
Đã hết hạn nộp hồ sơ - 1008 lượt xem
Ngày cập nhật: 06/10/2018
Thông Tin Tuyển Dụng
Hình thức làm việc: Toàn thời gian
Chức vụ: Nhân viên
Ngành nghề: Tư vấn/Chăm sóc khách hàng, Ngân hàng/ Tài chính
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.
· 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 process, 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, research, and development of new models, methodologies and model applications.
· Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing.
· 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 process, 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, 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, econometric focus and analysis will be considered as a strong positive. Postgraduate degree is an added advantage.
· >3 years of working experience in credit risk modelling and management or consulting or risk vendor experiences.
· Experience for models development and/or validation for both Corporate and Retail will be an added advantage.
· Having FRM or CFA is a plus.
· Strong programming skills: SAS,R, Python, 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.
· Fluent in English
· 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 perform with minimal supervision. People management experience is a plus.
· >3 years of working experience in credit risk modelling and management or consulting or risk vendor experiences.
· Experience for models development and/or validation for both Corporate and Retail will be an added advantage.
· Having FRM or CFA is a plus.
· Strong programming skills: SAS,R, Python, 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.
· Fluent in English
· 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 perform with minimal supervision. People management experience is a plus.
Quyền lợi được hưởng
- 13th month salary, performance bonus
- Premium health care plan
- 15-18 days of annual leave
- Premium health care plan
- 15-18 days of annual leave
Cách thức ứng tuyển
Hồ sơ theo yêu cầu của nhà tuyển dụng khi liên hệ trực tiếp
Giới thiệu về công ty
PWC (VIETNAM) LTD.
HCMC Office: 8th Fl., Saigon Tower, 29 Le Duan, District 1, Ho Chi Minh City; Hanoi Office: 16th Fl., Keangnam Hanoi Landmark 72, Pham Hung Road, Hanoi
Người liên hệ: Recruitment Team
HCMC Office: 8th Fl., Saigon Tower, 29 Le Duan, District 1, Ho Chi Minh City; Hanoi Office: 16th Fl., Keangnam Hanoi Landmark 72, Pham Hung Road, Hanoi
Người liên hệ: Recruitment Team
PwC helps organisations and individuals create the value they’re looking for. We’re a network of firms in 157 countries with more than 208,000 people who are committed to delivering quality in assurance, tax and advisory services. PwC Vietnam has been commercially present in Vietnam since 1994, with two offices in ...Chi tiết
PwC helps organisations and individuals create the value they’re looking for. We’re a network of firms in 157 countries with more than 208,000 people who are committed to delivering quality in assurance, tax and advisory services. PwC Vietnam has been commercially present in Vietnam since 1994, with two offices in Ho Chi Minh City and Hanoi. We also have a foreign law company in Vietnam, licensed by the Ministry of Justice, so we can provide a large variety of comprehensive services to clients, including Assurance services, Deals, Restructuring, Performance Improvement Consulting, Corporate Finance, Risk Management, Tax, Legal services and other professional services. Our team of nearly 800 local and expatriate staff has a thorough understanding of the business environment in Vietnam and a wide knowledge of policies and procedures covering investment, tax, legal, accounting and consulting matters throughout Vietnam. PwC Vietnam is the leading firm in auditing and consulting for joint stock companies, private companies, financial institutions, state-owned enterprises, etc. Our tax consulting services are highly valued for strategic investors and leading foreign companies in Vietnam. Our services • Assurance services • Advisory services • Legal services • Tax services Ẩn chi tiết
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PWC (VIETNAM) LTD.
Địa chỉ: HCMC Office: 8th Fl., Saigon Tower, 29 Le Duan, District 1, Ho Chi Minh City; Hanoi Office: 16th Fl., Keangnam Hanoi Landmark 72, Pham Hung Road, Hanoi
Quy mô: 500-999 nhân viên
Việc làm tương tự
Senior Associate – Credit Risk Modeling
Mức lương: Thỏa thuận | Hạn nộp hồ sơ: Đã hết hạn nộp hồ sơ