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Job Spec
Position: Senior Consultant / Associate Director– Advisory Services
Location: Hong Kong
A quantitative credit risk professional is required to join an existing team of analysts to provide quantitative support to our internal development and external advisory efforts. The incumbent will develop fundamental credit models as part of the ongoing development efforts, across single obligor credit rating, default prediction and loss given default models. In addition, the individual will actively participate in efforts to identify, develop, and deliver our credit risk solutions to our financial services clients. The nature of such projects is likely to extend beyond credit risk assignments into other areas of risk as required.
The Requirements
• Degree from accredited institution in a strongly quantitative discipline, with perhaps also postgraduate qualifications.
• Knowledge of credit risk, perhaps beyond the quantitative aspects alone.
• Knowledge of quantitative methods and models as applied to credit risk.
• A good knowledge of statistical methods and experience in their practical implementation, and comfort with applying some statistical software packages.
• Ability to mine client and research data to generate analyses demonstrating model power and usefulness.
• Ability to communicate clearly and work as part of a small team (quantitative analysts, data management, IT, marketing).
• Given this is a small group the individual must be capable of motivating themselves to learn what is required to deliver on a project, while not being too individualistic about their work.
• As work on client advisory assignments will be involved, the individual must be of personable nature and has good presentation skill.
• Client projects are performed both on- and off-site, therefore candidate must be willing to engage in a reasonable amount of travel.
• The successful candidate will likely have several years of relevant experience.
• Foreign language skills, particularly in Mandarin, would be useful.
Preferred skills and competencies
• An understanding of the Basel Banking Accord and its implications.
• Some programming skills such as visual basic programming in MS Office could also be useful to the role.
• Knowledge of retail scorecards, their implementation and use would also be advantageous, as assignments can span the retail as well as wholesale banking markets.
• Knowledge of economic capital and portfolio modeling techniques also would be advantageous.
• Knowledge of financial engineering, operational risk, the ‘softer’ and practical aspects of risk management.
Company Background
The US company focuses on the development of risk and finance-related products and services, bringing to market a wide range of data, analytical tools and related services. These offerings span commercially available ratings models (rating replication tools for Banks and Corporate, Implied PD models based on Equity or CDS); CDS pricing services; financial data for banks; CDO valuation and analytics; Structured Product valuation services; and Structured Finance workflow solutions. The company is also the distribution channel for Ratings content, including research and rating feeds.
It is also the world’s leading provider of enterprise risk solutions. Financial organizations from around the world use its software, analytics, and consulting services to help them make risk-aware business decisions, maximize shareholder value, and meet regulatory requirements. Supported by a global team of risk experts based in all major financial centers, it offers proven, award-winning solutions for market, credit, and operational risk, as well as collateral and capital management.
Recently, the quantitative expertise from the Solutions and the Advisory team have been integrated to provide deep and advanced analytical risk analysis and management capabilities. This integration allows the combined team to offer a wider spectrum of Risk Advisory and Analytics, covering models for Basel II, Economic Capital, Structured Finance, and Credit Derivatives, along with many other related areas of risk analysis. The combination of Advisory services, the quantitative expertise of Risk Solutions and the enterprise risk management capabilities of the company provides what is believed to be a unique proposition in risk management.
Interested and qualified candidates please message with contact number or email.
[ 本帖最后由 Ozalone 于 2008-11-17 18:11 编辑 ] |
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