Risk Model and Analytics

Job Descriptions

• Monitor risk adjusted return on each country's portfolio and provide solid recommendation to enhance overall performance if needed
• Manage and support Bank's Expected Credit Loss implementation and conduct analytics to develop and maintain overall Bank's Expected Credit Loss Framework
• Basic knowledge of finance, accounting, and economic as well as understanding of risk and capital management in banking industry
• Understand the concept of risk adjusted return and develop appropriate pricing tools for each specific group of customers
• Able to effectively communicate in written and spoken English

Qualifications

• Bachelor Degree or Above in quantitative fields such as Data Science/Analytics, AI, Engineering, Operations Research, Computer Science/Engineering, Statistics, Mathematics, or related fields.
• Work experience 0-5 years / new grads are welcome
• Familiar in coding using Python / R / SQL
• Have conceptual thinking or understanding ER Diagram
• Understanding or experience in credit or loan approval processes would be advantage
• Sound Knowledge in Data Science or Data Engineer