职位概述
The Role:
The main objective for this role is to deliver customized analytic solutions, especially the quantitative model development solutions or model related services in retail/Corp model in credit risk area. In addition, he/she will be responsible for managing junior consultants in Beijing/Shanghai. The responsibilities include technical training, mentoring and resource management.
He/She must be flexible and energetic to excel in this ever-changing business environment. It is essential for this role to demonstrate an understanding of the issues and challenges facing by our clients as well as to maintain knowledge base of the strengths and capabilities of Deloitte.
As part of Deloitte Risk Advisory team, this role is responsible for managing a team to deliver Risk Advisory customized solutions.
Responsibilities:
Manage a team to effectively deliver solutions for clients. The solutions are mainly scorecard development including A, B, C types of cards, and Basel II model such as PD, LGD, EAD, EC for retail exposure (pooling method), the related data cleansing and analysis, and other modeling related consulting services.
Leading credit risk model validation and calibration, and other quantitative and qualitative analysis for credit risk assessment.
Responsible for maintaining the quality of deliverables that the team provided. The deliverables could be model prototypes, presentations of the project results, or all materials to clients.
Familiar with Credit approval and loan origination process.
Familiar with risk pricing, limit management, RAROC etc.
Be part of the lead to provide effective project management.
Working closely with client engagement team and sales team, including developing and presenting pre-sales materials and client proposals.
Qualifications:
A Bs. master/PhD degree in mathematics, statistics, finance, engineering or a related field from a good school.
Strong knowledge of the scorecard development, Basel II modeling, economic capital and portfolio management.
Expert knowledge of MS Access, SAS, or similar data management and statistical programming software.
Rich experience in credit risk management, commercial lending practices, banking or related discipline.
Expert in Basel II guidelines.
Experience in training, presentations and/or workshop facilitation.
Minimum 2~3 years of analytical experience in risk modeling, risk management or consulting.
Strong project management skills, relationship management skills and analytical abilities essential.
