1. Lead in delivering at least one of the following key wholesale risk model engagements:
2. Development, validation, and maintenance of Regulatory credit risk models including PD, LGD, RWA for wholesale clients.
3. Development, validation, and maintenance of Wholesale Economic response models (Stress Testing, IFRS9) including PD, LGD, ECL for wholesale clients.
4. Demonstrate an expertise in highly technical areas (e.g. statistical regression analysis, statistical model builds of PD, LGD and EAD models), as well as a deep understanding of the Wholesale business environment and its associated credit products.
5. Collaborate with Business heads, Risk (WCRM), Regional counterparts, Finance, MRM & Data team.
6. Responsible for ensuring that the model outputs are required to support annual ICSA exercise, regulatory submissions enabling to embed Climate in Credit risk and assess impact of net-zero risk on wholesale portfolio.
7. Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
8. Follow the global model standards while supporting model development, validation, and monitoring.
9. Develop a good understanding of risk data flows from customer and product systems, defining it through to the finance and regulatory reporting systems.
10. Translate and present technical work into more acceptable form in order to get the stakeholders' buy-in.

1. Relevant analytics experience in banking domain / IFRS9 risk analytics/ Stress testing.
2. Good exposure to credit model methodologies data requirement for Stress Testing models, AIRB and IFRS 9 modelling.
3. Knowledge and understanding of wholesale portfolio risk drivers, their use and impact on capital requirements; knowledge of regulatory capital and its components.
4. Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development would be a plus.
5. Decent understanding and interpretation of regulatory rules.
6. Strong coding skills in Python, R, SAS, Matlab, SQL etc. would be essential.
7. Certifications like FRM, CQF or SCR will be preferable.

福利待遇
- 具竞争力的薪酬：基本工资+绩效奖金+轮班补贴+早晚班交通津贴；
- 健全福利保障：五险一金+补充性商业医疗保险+免费年度体检；
- 畅享10+天假期：除享有国家法定节假日外，还拥有至少10天带薪年假、12天带薪病假、1天生日假、婚假、产检假、产假以及陪产假、哺乳假等，助您达到工作生活的平衡；
- 弹性福利制度：年假可买卖，商业医疗保险套餐可升级，您还可申请旅游补贴、个人进修补助、运动健身补贴等，满足个性化福利需求；
- 人性化工作环境：使用公司的员工餐厅、咖啡室、休息室、娱乐室等，进行劳逸结合；
- 多元化员工活动：运动会、团建、年会等精彩活动给您平台，任您施展才华。

培训与发展
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- 系统性人才培育及发展：配备职业导师，为您提供清晰的职业规划指导，充分挖掘横向及纵向的发展潜力；
- 完善的专业培训体系：入职即可享带薪培训，多元化的培训机会，还有资源及教育援助，帮您逐步实现职业目标。