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 credit risk area. He/She must be flexible and energetic to excel in this ever-changing business environment.
As part of Risk Advisory team, this role is responsible for delivering Deloitte customized solutions. The primary constituencies are banks and some other Financial Institutions within this region.
Responsibilities:
Working as part of a team to effectively deliver solutions for clients. The solutions are mainly model development, such as PD, LGD, EAD, EC for corporate or retail exposure, the related data cleansing and analysis, and other modeling related consulting services.
Credit risk model validation and calibration, and other quantitative and qualitative analysis for credit risk assessment.
Developing and presenting project results and materials to clients.
Assisting in management of projects to deliver projects and deliverables in an effective and timely manner.
Qualifications:
A master degree in mathematics, statistics, finance, engineering or a related field from a good school.
Years working experience in credit risk management area either from consulting firms or from banks/financial institutions.
Experience in credit risk model development is an advantage.
Familiar with Basel II guidelines and/or accounting principles.
Strong communication skills both in writing, speaking and presenting.
Proficiency in MS Excel, Word, Access, SAS, Matlab VBA or similar data management and statistical programming software.
May require a lot of travel.
Should be Creative, passion, patient and like challenge.
