Quantitative Credit Risk Consultant
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- Implement credit risk analysis projects for banking clients, i.e., directly involving in data mining, credit risk modelling
Key task assignments include:
- Collect and clean data
- Collect management information for risk reporting with high quality in a timely manner
- Conduct necessary analysis of risk data to provide recommendations to clients
- Develop risk management models (for credit risk: application scorecard, behavior scorecard and other models in accordance with Basel II requirements) using R, S+, SAS… programming languages
- Document methodology and steps to develop and maintain the models in accordance with Basel II requirements
- Act as a contact point with clients' IT team to collect required data for risk analysis or modelling in accordance with requirements of each project
- For Manager/ Senior Manager: Manage consulting projects, act as contact point in communication with clients in projects, lead engagement team members in key activities of projects
- Perform other task assignments as required.
- Degree in Banking and Finance; Finance Mathematics, Statistics, Risk Management, Econometrics or equivalents
- At least one year of experience in Banking & Financial services industry
- Thorough understanding of bank's internal processes and policies; and regulations and practices in banking sector
- Skills and experience in Quantitative analysis and Data mining/ Statistics/ Financial mathematics/ Risk management
- Relevant professional qualifications such as FRM, CFA qualification is more preferable
- Familiar with statistics tools such as SAS, R-programming, S+, Matlab and database management tools such as SQL
- Logical thinking, ability to work independently and good analysis, writing and presentation skills
- Willingness to travel across Vietnam
- Strong analytical and problem solving skills
- Able to research new knowledge and technology
- Team-work spirit and professional working behavior
- Fluent oral and written English communication
Due to volume of applications, we regret only shortlisted candidates will be notified.
Requisition code: 134074
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