AVP, Decision Science, Global Risk Analytics
Guangzhou, Guangdong, China
R
CNY 300K-420K (estimate) Executive-level Full Time
Tasks
- Analyze develop and coordinate wholesale credit models
- Apply traditional and machine learning techniques for credit modeling
- Conduct stress testing and model validation
- Develop monitor risk policies processes and tools
- Perform credit risk modeling using PD EAD LGD
- Research review formulate and revise wholesale credit policies and guidelines
- Support Basel modeling and regulatory capital rules
Perks/Benefits
Skills/Tech-stack
Basel | Credit Risk | Credit risk modeling | MATLAB | Machine Learning | Model Validation | PD EAD LGD | Point In Time | Python | R | Rating Philosophy | Regulatory Capital | Risk Modeling | S-Plus | SAS | Stress Testing | Through the Cycle
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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