Job ref no.: CT3114388-01#5530

SAS Risk Consultant - Contract - Hong Kong

Oliver James Associates

Our Client has a new opportunity within Technology Risk Management as a SAS Consultant. This position is a Contract role with high potential of conversion which will join an existing team of external consultants focused on model development to help support a variety of Risk Management functions including credit modelling, PPNR modelling, fair lending analytics and provide quantitative support for other areas to help manage risks associated with company's multi-billion balance sheet.

This position will be OPEN in JUNE 2018 and will help drive the model framework to support the quantitative program to support the functions identified above and provide cross-functional statistical support to different areas within the Bank.

Key responsibilities:

  • Gather and assemble data for model development including portfolio characteristics and relevant economic variables.
  • Develop Models using SAS, including writing effective documentation of model development to meet standards set by the model governance group.
  • Interact with outside consultants that may be used to develop models. Manage the process and help direct the final output.
  • Work with the internal partners to implement models within a framework to allow most efficient and effective use of models for overall portfolio risk management, capital planning and stress testing.
  • Partner with the fair lending analytics team to ensure the validity of data, identify non-compliance and make recommendations for corrective action.
  • Partner with the Product Finance Group and subject matter experts within the business segments to fully understand the features of a product to estimate future cash flows, including principal and interest, credit, fees, and expenses.
  • Partner with the Treasury Group to incorporate product features into the QRM Balance Sheet Management framework.
  • Ensure that implementation functionality is accurately reflected in product cash flow models, including optionally and repricing behavior.
  • Partner with the Risk Management Service Delivery Group to capture actual transaction detail to back-test product cash flow models with historical results.
  • Assist in preparing the annual and semi-annual capital planning forecast and stress tests.
  • Use Oracle financial applications and the corporate data warehouse in the development of portfolio and transaction analysis.

Key requirements:

  • Master's degree required with a strong quantitative/statistics concentration.
  • Mandarin language skills would be an asset due to main stakeholders of the project.
  • Experience working with SAS and building statistical/econometric models.
  • Excellent written and verbal (face-to-face and phone) communication skills including professional grammar and demeanour.
  • Ability to interact with various levels of management and external regulators with the ability to communicate complex calculations into language that is clear and concise.
  • Excellent PC software skills including all Microsoft Office Products.
  • Strong organisational skills with attention to detail.
  • Ability to multi-task.

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More job information
Job ref no. CT3114388-01#5530
  • N/A
Job Function
Employment Term
  • Contract
  • Full-time
  • 0 year - 5 years
Career Level
  • Non-management level
  • Master's degree