Senior Quantitative Risk Analyst - Credit Models & Testing

A leading financial institution in Hong Kong is seeking a qualified professional to validate and monitor IRB PD models and implement IFRS9 models. The candidate should have a degree in Mathematics or a related field, along with at least 3 years of experience in banking, strong programming skills in SAS, VBA, and Matlab, and a deep understanding of credit risk models. The role emphasizes stress testing for various risks and requires proficiency in English, Cantonese, and Putonghua. Attractive remuneration package offered.

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