Data Analyst (Python / SAS) - Banking

Company:
Location: Hong Kong

*** Mention DataYoshi when applying ***

Job Description :

Our client a one of the largest banks in Asia is looking for a high caliber professional to join the Risk Management department as Risk Modeling / Basel Modeling Development Specialist. Successful candidate will be responsible for below duties:
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

Requirements:
  • University graduate with strong knowledge in statistics / econometrics / modelling theory and technical application in credit risk. Good knowledge on python / R / SAS are essential
  • At least 1 year 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

*** Mention DataYoshi when applying ***

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