水平: Audit Manager

工作类型: Full Time, Permanent

经验: 1 - 2 years

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工作内容

Roles and Responsibilities

  • We are recruiting for Executive in the statistical quantitative modeling team. Your responsibilities will include:
  • Work with our clients in the US market to assist them in market risk engagements pertaining to model development/validation and valuation.

Key engagement responsibilities would be:

  • Model development / validation / audit / review primarily for PPNR models primarily used in CCAR/DFAST reporting including but not limited to Non-interest income, Expense, Deposit and Balance forecasting models; Role could also involve supporting models in credit loss forecasting or scorecards when required
  • Proactively work with Seniors, AM and Managers for key deliverables in line with Project requirement
  • Responsible for key deliverables and engage with Partners/Directors to understand the project scope, business requirements and work with onshore and offshore teams to do successful delivery

Job Requirements

Mandatory Skills

  • Qualifications:
  • Advanced degree in Math, Statistics, Economics or any other Analytical disciplines
  • Any Graduate + MBA in finance with relevant experience/exposure.
  • Additional certifications: Professional Certification such as FRM, CFA preferred
  • Total Experience: Prior experience of 1-2 years working in the Risk Management/Analytics division in large banks and/or tier 1 consulting organizations like Big 4 or captives of top tier banks is preferred

Preferred Skills

  • Sound knowledge of linear regression, time series, logistic regression and statistical diagnostic testing typically performed for regression models. Knowledge or understanding of advanced machine learning algorithms would be a plus
  • including but not limited to SR11-7/SR15-18/CCAR/DFAST/CECL
  • Programming skills: Programming on R is a pre-requisite. Knowledge of additional programming languages such as Python/SAS is preferred.
  • Personal drive and positive work ethic to deliver results within tight deadlines and in demanding situations without compromising on quality, and ethical standards and values
  • Excellent written and verbal communication skills
  • Team player
  • Self-driven


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最后期限: 20-06-2024

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