Senior Analyst, Quantitative Analysi
Bank of Communications Co., Ltd. Hong Kong Branch
- Company Industries:Banking
Job Information
- Post Date:2017-07-31
- Career Level:Middle
- Location:Not Specified
- Employment Type:Full Time, Permanent
- Job Function:Analyst Credit Analysis / Approval Financial Services
Job Description
- Responsible for validation and maintenance of an IRB modelling approach for exposure to sovereign, bank, corporate and retail
- Degree holder or above with major in Mathematics, Statistics, Financial Engineering or related disciplines, with FRM or CFA qualification is an advantage
- Minimum 3 years’ relevant experience in banking or financial sector, with extensive and intensive knowledge on Basel and credit risk models
- Analytical experience on Basel modeling (PD, LGD, EAD, Economical capital requirements etc)
- In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling): Logistic-Linear Regression, Scorecard development; GINI coefficient; KS- statistics; Reject inference techniques; Data sampling; Data mining; Markov chains; and time series modelling approaches
- Strong computing and programming skill such as SAS, VBA and Matlab is a must
Candidates with more experience will be considered as Manager, Quantitative Analysis
We offer attractive remuneration packages to the right candidates. Please send your full resume with expected salary to The Human Resources Manager, Bank of Communications Co., Ltd., 10/F, Bank of Communications Tower, 231-235 Gloucester Road, Wan Chai, Hong Kong, or fax to 2838 9209, or by clicking Apply Now.
Data held by the Bank relating to employment applications will be kept confidential and used only for consideration of applications. The bank may also refer suitable applicants to other vacancies within the Group. All personal data of unsuccessful applicants will be destroyed after the recruitment exercise. A copy of Personal Information Collection Statement is available upon request.
Company Info
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