of experience in banking, strong programming skills in SAS, VBA, and Matlab, and a deep understanding of credit risk models. The...A leading financial institution in Hong Kong is seeking a qualified professional to validate and monitor IRB PD models...
. Implement IFRS9 PD/LGD/EAD model for impairment calculation. Stress testing for credit risk, counterparty credit risk...’ relevant experience in banking or financial sector, with extensive and intensive knowledge on Basel and credit risk models...
for impairment calculation. Stress testing for credit risk, counterparty credit risk, concentration risk, ICAAP and Recovery Plan... or financial sector, with extensive and intensive knowledge on Basel and credit risk models Analytical experience on Basel...