pwc (vietnam) ltd.

Địa chỉ: HCMC Office: 8th Fl., Saigon Tower, 29 Le Duan, District 1, Ho Chi Minh City; Hanoi Office: 16th Fl., Keangnam Hanoi Landmark 72, Pham Hung Road, Hanoi

Quy mô công ty: Hơn 500 nhân viên

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THÔNG TIN CHI TIẾT CÔNG VIỆC

Senior Associate – Credit Risk Modeling

Hạn nộp: 04-11-2018

Hình thức: Toàn thời gian cố định

Kinh nghiệm: Không yêu cầu kinh nghiệm

Số lượng tuyển: 0

Nơi làm việc: Hồ Chí Minh,

Ngành Nghề: Tư vấn

Bằng cấp: Không yêu cầu bằng cấp

Mức lương : 1 triệu - 3 triệu

Mô tả công việc

· Develop and enhance Basel II PD, LGD and EAD models.
· Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing.
· Generate, analyse and standardise portfolio risk and capital reports, scorecard performance report and booking profile. Perform credit risk advise to senior management, regulators and other key stakeholders.
· Analyse product and credit process, including the review/estimation of risk parameters, product pricing, product structure and regulatory requirements.
· Develop and review Basel II credit risk related documentation, policies and procedures.
· Implement Basel II models, manage the scoring and capital computation engines and analytics datamart, conduct UAT and support overall deployment of models.
· Conduct training, research, and development of new models, methodologies and model applications.

Yêu cầu công việc

Undergraduate degree in a quantitative programme, such as Statistics, Mathematics, Actuarial Science, Financial Engineering, etc. Business, Finance and Economics degrees with a strong quantitative focus and highly relevant working experience, econometric focus and analysis will be considered as a strong positive. Postgraduate degree is an added advantage.
· >3 years of working experience in credit risk modelling and management or consulting or risk vendor experiences.
· Experience for models development and/or validation for both Corporate and Retail will be an added advantage.
· Having FRM or CFA is a plus.
· Strong programming skills: SAS,R, Python, Matlab - Programming, Enterprise Guide, Enterprise Miner; SQL query and database familiarity; MS Office applications, including advanced spreadsheet and VBA. Knowledge of Core banking is a plus.
· Fluent in English
· Analytical mind with sound business insight, excellent communicator (verbal and written), highly meticulous, and self-motivated.
· Self-starter, flexible with a proven ability to work well in teams, as well as being able to perform with minimal supervision. People management experience is a plus.

Quyền lợi được hưởng

- 13th month salary, performance bonus
- Premium health care plan
- 15-18 days of annual leave

Hồ sơ

Nội dung chưa cập nhật

Công việc gợi ý
Vị trí Senior Associate – Credit Risk Modeling làm tại Hồ Chí Minh đang được pwc (vietnam) ltd. tuyển dụng với mức lương 1 triệu - 3 triệu.
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