Partager cette information :
Credit Risk Portfolio Modeller-Credit Risk-Hong Kong-Salary : $70,000 HKD/Month
This Top Global Bank is seeking a Senior level manager to head up their Portfolio Credit Risk Space.
-Credit portfolio management and improved credit portfolio modelling,
-Assisting on the structuring of tranches operations Basel II,
-Announcing all market information regarding counterparts to the coverage in charge of the corporate loan book,
-Contributing to the development and the enhancement of the analysis and reporting s tools,
-Optimizing capital allocation under constraints through Basel II.
-Strong knowledge of Credit portfolio modelling,
-Strong knowledge of derivatives pricing methods,
-Knowledge of financial risk measurement methods (VaR, CVaR, CVA, PFE, EPE, PD/LGD/EAD),
-Knowledge of Economic & Regulatory capital models, Capital Allocation, Basel ll / lll, etc,
-Masters/PhD in Quantitative subjects (Econometrics/Mathematics/Engineering/Physics).
Keywords : Credit, Risk, Credit Risk, Portfolio Risk, Risk Modelling, Portfolio Risk Modelling, Basel II, Basel II
The candidate needs and strong Background in Portfolio Risk modelling and needs the drive, skills and ability, to work in one of the top teams in Asia. If you fit this profile then apply now by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.