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Risk Analyst Lead (Credit Risk)
Risk Analyst Lead - Credit Risk
Excellent Insurance Group
About Our Client
Listed international insurance group
Wonderful international working environment and culture
The successful candidate will have an outstanding academic background in quantitative related fields and above 5 years of hands-on experience with credit risk models or credit related modeling experiences.
He/she is expected to have an in-depth understanding of fundamental credit and hands-on experience in credit risk analytic. He/She is also expected to be a good communicator capable of elaborating the analytic works to other professionals across the firm.
Activities and Responsibilities include all aspects of credit risk analytics and model development for our client core credit asset, insurance credit portfolio and structured products:
*Lead methodology development, back testing and documentation, and support model validation
*Build prototype credit risk models, using Excel, Matlab, Python, R, or C++;
*Work with Market Risk Team and Risk Architecture Team on model implementation and documentation
To apply online please click the Apply button below. For a confidential discussion about this role please contact Jason Sun on +86 21 6062 3017
The Successful Applicant
*Master's degree or Ph.D. in statistics, mathematics, physics, computer science, finance, or similar quantitative field.
*5+ years hand-on working experiences with credit models. The experience with Moody's RiskFrontier or CreditMetrics desirable.
*Strong background with PD/LGD modeling a plus
*Research experience on Machine Learning is desirable
*In-depth understanding of fundamental credit across asset classes and derivative counterparty credit risk a plus
*Hands-on experiences with Monte Carlo simulation with at least one major programming language desirable.
*Good communicator, energetic, and be able to work independently yet work comfortably as part of a team
*Comfortable communicating with front-office and senior managers.
*Familiarity with Stress Testing/CCAR a plus
What's on Offer
Excellent platform to develop
Strong international opportunities
Diverse company culture