Quantitative credit risk Consultant

Deloitte Việt Nam

Địa chỉ: 12A Floor, Vinaconex Tower #34 Lang Ha Street, Dong Da District, Hanoi, Vietnam

Website: deloitte.com/vn/en.html

  • Full-time
  • 31-12-2017
  • Hà Nội
  • Thoả thuận
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Chia sẻ công việc

Mô tả công việc

  • Implement credit risk analysis projects for banking clients, i.e., directly involving in data mining, credit risk modeling.
  • Collect and clean data.
  • Collect management information for risk reporting with high quality in a timely manner.
  • Conduct necessary analysis of risk data to provide recommendations to clients.
  • Develop risk management models (for credit risk: application scorecard, behavior scorecard, and other models in accordance with Basel II requirements) using R, S+, SAS… programming languages.
  • Document methodology and steps to develop and maintain the models in accordance with Basel II requirements.
  • Act as a contact point with clients’ IT team to collect required data for risk analysis or modeling in accordance with requirements of each project.
  • For Manager/ Senior Manager: Manage consulting projects, act as contact point in communication with clients in projects, lead engagement team members in key activities of projects.
  • Perform other task assignments as required.

Yêu cầu công việc

  • Degree in Banking and Finance; Finance Mathematics, Statistics, Risk Management, Econometrics or equivalents.
  • At least 1 year of experience in Banking & Financial services industry.
  • Thorough understanding of bank’s internal processes and policies; and regulations and practices in banking sector.
  • Skills and experience in Quantitative analysis and Data mining/ Statistics/ Financial mathematics/ Risk management.
  • Relevant professional qualifications such as FRM, CFA qualification is more preferable.
  • Familiar with statistics tools such as SAS, R-programming, S+, Matlab, and database management tools such as SQL.
  • Logical thinking, ability to work independently and good analysis, writing and presentation skills.
  • Willingness to travel across Vietnam.
  • Strong analytical and problem-solving skills.
  • Able to research new knowledge and technology.
  • Team-work spirit and professional working behavior.
  • Fluent oral and written English communication.

Hồ sơ Ứng viên

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