Industrial and Commercial Bank of China (Asia) Ltd

Assistant Manager to Manager, Retail Modeling, RMD

Industrial and Commercial Bank of China (Asia) Ltd

Job Responsibilities

  • Develop application , behavior scoring card and PD/LGD/EAD models, independently or with the help of external consultants, for retail credit products
  • Monitor, review and improve the performance of the A/B cards and PD/LGD/EAD models of retail credit products
  • Help to develop risk analytics strategy to meet business requirement and ensure risk/reward payoff is maximized

Job Requirements

  • University graduate with major in Statistics, Computer Studies, Management Science, Mathematics, Risk Management or related discipline
  • Candidate possesses FRM or CFA is preferable
  • Strong experience in data analysis using relevant software packages i.e. SAS, Excel, VBA
  • Solid knowledge of Basel capital requirements as implemented in both Hong Kong and China
  • Strong project management abilities and multi-tasking
  • Excellent communication and writing skills in both Chinese (including Putonghua) and English
More job information
  • 5-day week
  • Medical plan
Job Function
Work Model
  • On-site
Employment Term
  • Permanent
  • Full-time
Career Level
  • Non-management level
  • Degree
Require to Travel
  • No travel