Senior Associate / Manager - Credit Risk and Data Analytics - Risk Consulting

About this role

A career within General Consulting services, will provide you with the opportunity to help clients seize essential advantages by working alongside business leaders to solve their toughest problems and capture their greatest opportunities. We work with some of the world's largest and most complex companies to understand their unique business issues and opportunities in an ever changing environment. We help create sustainable change by stimulating innovation, unlocking data possibilities, navigating risk and regulatory complexity, optimising deals, and aligning costs with business strategy to create a competitive advantage.

Responsibilities

• Support business and strategy development for the Risk and Data Analytics landscape through new technology innovations. Support implementation of overall risk and capital management solutions including enterprise risk management framework, Basel planning, credit assessment. Develop, validate and review credit risk models including Basel IRB models, IFRS 9 ECL models, stress testing models. Perform data mining, data cleansing and big data analytics with the use of AI. Collaborate with vendors and technology providers to formulate risk and data services.

Requirements

• Bachelor's degree, preferably in Statistics, Risk Management, Mathematics, Economics, Quantitative Finance; Master degree holder will be given priority. Qualified member of CFA, FRM is preferred. Minimum 5 years of relevant experience in banks/insurance companies, rating agencies, management consulting firms. Good knowledge of banking business and risk management process, risk modelling, credit risk, IFRS 9 and capital management, Basel requirements. Experience in credit risk modelling, model validation, IFRS 9 implementation, stress testing. Proficiency in Python, SAS, R. Proficiency in English and Mandarin/Cantonese is essential.