This offer job is expired.

Head of Modeling Risk

First Alliances - Expires on Jul 10, 2015
  • Country
  • Location
  • Job Type
  • Experience
  • Eligibility
  • Vietnam
  • Not specified
  • Permanent - Full Time
  • 3+ years
  • Expat and local
Function
Accounting / Finance
Job Category
Banking / Financial Services
Salary
Not specified

Job Description

  • Perform data manipulation and analysis using SQL, Excel, SAS and present results and recommendations to management.
  • Provide financial analysis and data support to other groups.
  • Perform independent review and validaion of models used thorughout organization for ALLL, capital stress testing, credit risk, pricing and profitability and management decision making.
  • Demonstrate knowledge in some areas of financial services or functional specialty
  • Assist in the development , maintenance, and management of stress testing and credit risk models.

Job Requirements

  • Bachelorís Degree in Finance, Economics, Mathematics or Computer Science or equivalent combination of education and experience. Advanced Degree is a plus.
  • Banking industry knowledge including loan underwriting and balance sheet dynamics (capital, liquidity and interest rate risk).
  • CFA, FRM, CPA certification is a plus.
  • Strong problem solving and analytical ability
  • Knowledge of CCAR/DFAST requirements and Basel III capital and liquidity
  • Treasury knowledge a plus
  • Preparation of ALLL reporting a plus
  • Strong knowledge in MS Excel, PowerPoint and data mining tools (Access, SQL, SAS, Tableau, BO, etc.)
  • Have a minimum of 3 years of experience working in financial insitutions, consulting on credit risk or financial modelling projects in banks or with a financial regulatory agency.
  • Have a strong knowledge of credit risk solutions, credit risk terminology and the use of econometric models (PD, LGD, EAD) and experience with ALLL (Allowance for Loan and Lease Loss) accounting
  • Have a sound understanding of macroeconomic scenarios and their application in loss and balance forecasting modeling.
  • Strong background in statistics is preferred (applied statistics, econometrics or operations research) and releveant job experience in industry.
  • Programming skills one or more of the following is required: VBA/Excel, SAS, C, C , Matlab, R, Mathematica.
  • Good communication skills in describing how a credit risk management system will address a banks credit portfolio management, stress testing and credit risk model validation. These skills should cover writing and presentation capabilities.
  • Can work on multiple projects and convey the time required to others.
  • Direct experience working with clients and reviewing client financials and their work processes.
  • Willing to travel across the country and based on project work, be available for travel 50% of the time.

About the recruitment agency

First Alliances

First Alliances is Vietnamís most established and largest specialist professional recruitment consultancy and HR outsourced solution provider. Operating across all major industry sectors and at all ...

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