Credit Risk & Modeling – AVP / VP

IT / Technology
Hong Kong
Posted 1 year ago

Responsibilities:

  • Develop and validate credit scorecards and other predictive models across retail/SME risk from end to end, document findings, make recommendations, and communicate the results to senior management and stakeholders
  • Coding of Models into SAS / R for development and Production purposes.
  • Mentoring and guiding junior members of the team
  • Ad-Hoc Analysis to support Model Development and prototyping of methodologies in various retail/SME risk area.
  • Assist the team with the roll out, training and implementation of the models
  • Perform advanced credit MIS for retail / SME portfolios
  • Support in ad hoc tasks / project as required.

 

Requirements:

  • University degree in Statistics, Management Sciences or a related discipline;
  • Minimum of five years’ experience in credit risk scorecard development, experience as a technical leader in this area is a plus;
  • Good knowledge of data analysis using statistical or programming tools such as SAS and MS Access / Excel.  Experience in using SAS EM is an advantage;
  • Strong self-motivated and able to meet tight deadlines and make decisions independently;
  • Strong communication, analytical and project management skills;
  • Proficiency in both written and spoken English and Chinese;
  • Great sense of ownership and servicing mindset to ensure efficient and effective customer service processes;

 

(Candidates with less experience will be considered for the position of Assistant Modeling Manager.)

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