Our client, an Investment Bank, is looking for high caliber candidate for the position.

Responsibilities

-   Researching in building and implementing the market risk and credit risk and other

    relevant risk and capital measurement models.

-   Responsible for researching, building and implementing the measurement models of

     Expected Loss, Unexpected Loss, Economic Capital, Risk Weighted Asset, etc. at

     company level.

-    Responsible for implementing the Basel regulatory requirements in overseas subsidiaries,

     including communicating the building and application of Internal Models with HK

      authorities.

-    Familiar with Basel New Capital Accord regulatory requirements, risk models of market

      risk and credit risk, and the capital measurement, monitoring and control methods

Requirement

-   Master degree in Finance/ Math/ Economics/ Statistics or equivalent;

-   Qualified member of CFA/FRM is an added advantage.

-   Experiences in implementing projects based on Basel Accord of commercial banks

     in consulting firms in financial risk management area, including researching the market

     risk and credit risk models and capital measurement models will be an advantage.

-   Experiences in implementing projects based on HK or overseas Basel regulatory

     requirements will be an advantage.

-    Excellent analytical and problem solving abilities.

-    Strong management and coordination abilities.

-    Excellent communication skills (verbal and written) with English and Chinese, with

      fluent Putonghua.

Interested parties, please send update resume with present and expect salary.