Assistant Manager

1. Develop and maintain PD, LGD, EAD models for retail and non-retail portfolios in accordance with Basel requirements.

Support the implementation of models through providing business requirements specification and User acceptance Testing.

Liaison with business and credit functions to support and drive the proper use of models.

Develop and maintain documentation on models and credit grading policies/standards.

Engage internal and external stakeholders (Business, credit, regulator etc ).

Provide consultation and support of the region in their modelling objectives and regulatory engagement.

Monitor and coordinate project timeline across regional.

1 year and above working experience in relevant field.

Qualifications
Degree in numerate subject (e.g. Mathematics, Statistics, Actuarial Sciences, Financial Engineering, Engineering, operations research. Masters a plus).
CFA or FRM/PRM would be an advantage
Proficient statistical programming skills in SAS (and other statistical software such as R a plus).
Experience in data manipulation, data mining and understanding of relational databases.
Understanding of quantiative and statistical analysis.Experience with statistical modelling and analytical techniques such as OLS and logistic regression a plus.
• Proficiency in MS word, advanced MS excel (VBA a plus), Powerpoint.
• Excellent oral and written communication skills in English
• Good presentation skills.
• Understanding of Basel II or III concepts. Basic banking product knowledge desired.
• Eagerness to learn, with mindset of questioning and cross-checking information
Ability to form and defend their views yet being receptive to views of others