崗位職責(zé):
1. Lead in delivering at least one of the following key wholesale risk model engagements:
2. Development, validation, and maintenance of Regulatory credit risk models including PD, LGD, RWA for wholesale clients.
3. Development, validation, and maintenance of Wholesale Economic response models (Stress Testing, IFRS9) including PD, LGD, ECL for wholesale clients.
4. Demonstrate an expertise in highly technical areas (e.g. statistical regression analysis, statistical model builds of PD, LGD and EAD models), as well as a deep understanding of the Wholesale business environment and its associated credit products.
5. Collaborate with Business heads, Risk (WCRM), Regional counterparts, Finance, MRM & Data team.
6. Responsible for ensuring that the model outputs are required to support annual ICSA exercise, regulatory submissions enabling to embed Climate in Credit risk and assess impact of net-zero risk on wholesale portfolio.
7. Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
8. Follow the global model standards while supporting model development, validation, and monitoring.
9. Develop a good understanding of risk data flows from customer and product systems, defining it through to the finance and regulatory reporting systems.
10. Translate and present technical work into more acceptable form in order to get the stakeholders' buy-in.

任職要求:
1. Relevant analytics experience in banking domain / IFRS9 risk analytics/ Stress testing.
2. Good exposure to credit model methodologies data requirement for Stress Testing models, AIRB and IFRS 9 modelling.
3. Knowledge and understanding of wholesale portfolio risk drivers, their use and impact on capital requirements; knowledge of regulatory capital and its components.
4. Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development would be a plus.
5. Decent understanding and interpretation of regulatory rules.
6. Strong coding skills in Python, R, SAS, Matlab, SQL etc. would be essential.
7. Certifications like FRM, CQF or SCR will be preferable.
福利待遇
- 具競(jìng)爭(zhēng)力的薪酬：基本工資+績(jī)效獎(jiǎng)金+輪班補(bǔ)貼+早晚班交通津貼；
- 健全福利保障：五險(xiǎn)一金+補(bǔ)充性商業(yè)醫(yī)療保險(xiǎn)+免費(fèi)年度體檢；
- 暢享10+天假期：除享有國(guó)家法定節(jié)假日外，還擁有至少10天帶薪年假、12天帶薪病假、1天生日假、婚假、產(chǎn)檢假、產(chǎn)假以及陪產(chǎn)假、哺乳假等，助您達(dá)到工作生活的平衡；
- 彈性福利制度：年假可買賣，商業(yè)醫(yī)療保險(xiǎn)套餐可升級(jí)，您還可申請(qǐng)旅游補(bǔ)貼、個(gè)人進(jìn)修補(bǔ)助、運(yùn)動(dòng)健身補(bǔ)貼等，滿足個(gè)性化福利需求；
- 人性化工作環(huán)境：使用公司的員工餐廳、咖啡室、休息室、娛樂室等，進(jìn)行勞逸結(jié)合；
- 多元化員工活動(dòng)：運(yùn)動(dòng)會(huì)、團(tuán)建、年會(huì)等精彩活動(dòng)給您平臺(tái)，任您施展才華。
培訓(xùn)與發(fā)展
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