Role Overview:
The primary purpose of this role is to provide additional support in terms of analytical work such model validation, and implementation.
Specific duties and responsibilities:
- Provide assistant in the calibration, enhancements, and development of the bank's Internal Credit Risk Rating System (ICRRS), as well as the company's Scoring Model based on the regulatory requirements.
- Shall also be assigned to perform ECL-related tasks as well as ad hoc assignments that may be assigned occasionally.
Qualifications:
- Graduate of BS Statistic or Mathematics
- At least 1-3 years work experience in quantitative credit risk analysis and/ or risk modeling
- Experience in ECL Modeling or R-Studio
- Proficient in Programming and Algorithms: R, Python, SAS, SQL, C++, Java, VBA and MS Office applications.
- With good communication skills and with high level of analytical and technical skill
- Fresh graduates are welcome to apply; demonstrate excellent performance, initiative, and readiness to contribute immediately
