Assistant Director-Credit Risk Modeling Advisory

Hong Kong, Hong Kong
Jun 19, 2021
Jul 03, 2021
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Job Description
The Customer Success & Advisory team in Moody's Analytics Banking Solutions helps institutions quantify and
manage credit risk. The team is composed of experienced consultants and practitioners working with and
drawing on the insight and expertise of our world-class analytics, data, and software technology platforms. Our
product solutions include PD, LGD, and Portfolio models, while representative engagements include IFRS 9
impairment advisory and modeling, Basel II/III implementation, economic capital analysis, PD/LGD/EAD
modeling, ALLL quantification, and risk-based pricing.

The Assistant Director position is a client-facing role, focused on assessing clients' business needs relative to
the development, customization, and implementation of sophisticated credit risk management solutions. The
successful candidate will partner various Moody's Analytics teams to identify clients for whom we will design
and deliver solutions consisting of both product and bespoke models for risk measurement at the loan and
portfolio level. It is expected that the successful candidate will quickly grow into such role and assume
significant responsibility for sales and revenue, assist with project execution when required, as well supervise
and mentor juniors. Travel may be required to support sales and services delivery.

• For Moody's Analytics Banking Solutions: Establish, build, document, and promote expert knowledge
concerning our practice and solutions.
• Provide analytical insight and support to Sales in presenting and discussing solutions with Clients.
• Facilitate and support the sales process of Banking Solutions (software and advisory) in the Asia-
Pacific region.
• Manage project team(s) to deliver Moody's solution on time and within budget.
• Contribute to increasing both Services and Product revenue.
• Build relationships at all levels with clients, prospective clients, and other groups within the company.
• Develop banking solutions (IRB, IFRS 9, Stress testing, Portfolio analytics) across sectors.
• Contribute to the definition and development of Asia-Pacific and Global strategy.
• Represent the MA Organization and Banking Solutions at conferences / industry events.

• Requires a Bachelor's degree (Master's a plus) in Finance, Business, Engineering or a related
quantitative field.
• Relevant professional designations (e.g., CFA, FRM and / or PRM) are also a plus; 5+ years of relevant
professional work experience.
• Strong written communication, live presentation and project management skills are required.
Possess academic training or experience with: Various statistical analyses (e.g., regression analysis, Monte Carlo simulation, etc.) and the current financial regulatory landscape (Basel, IFRS 9, CCAR frameworks, etc.).
• Experience with the following is preferred: Credit risk modeling (PD/LGD/EAD), stress testing, economic capital, IFRS 9 modeling, commercial credit underwriting and financial statement analysis, statistical analysis on large and complex datasets • Competent at common programming languages (e.g. SAS, R, Python, etc.).
• Proven track record working in the financial services industry or leading consulting company: enterprise risk Management, CPMs, regulatory.
• Hands on project management experience preferably developed within a consulting or product management environment.
• Proven ability to run or participate in meetings with senior business management.
• Proven ability to develop high quality thought leadership on a regular basis i.e. white papers, presentations
• Fluency in English is required.
• Working proficiency in Chinese (both Cantonese and Mandarin) is highly preferred.

Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.

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