Tổng quan công việc
Develop and enhance Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD) models in accordance with Basel or IFRS 9 standards.
Conduct validation of model performance, Basel II PD, LGD and EAD models, as well as portfolio stress testing.
Generate, analyse and standardise portfolio risk and capital reports, scorecard...
Kỹ năng chính
Yêu cầu
Education:
Major: Majoring in Finance & Banking, Accounting, Economic Mathematics, Data Analysis, or related fields. Relevant certifications are a plus. Language Skills:
Good English communication skills are mandatory.
Candidates with IELTS certification or equivalent are preferred. Technical Skills:
Proficient in SQL programming and basic Python.
Skilled in Microsoft Word, Excel, and PowerPoint. Soft Skills:
Effective time management.
...
Quyền lợi
Đào tạo: Professional training in a Big 4 environment
Máy tính xách tay: Working laptop provided by the company
Thông tin bổ sung
Kế toán, Kiểm toán, Data Analyst, Kỹ sư
Sinh Vien, Ielts
Tiếng Anh