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Model risk consultant

Beijing

  • Organization: AIIB - Asian Infrastructure Investment Bank
  • Location: Beijing
  • Grade: International Consultant - Internationally recruited Contractors Agreement
  • Occupational Groups:
  • Closing Date: 2022-10-16

Job type: Temporary Part Time

Priod: 09/01/2022 to 12/30/2022 (80 days)

Description

Qualification Requirement

• MA/MS in a quantitative field, and seven or more years of related experience
OR
• PhD in a quantitative field, and five or more years of related experience

Preferred Requirements:
• Advanced understanding of interest rate, FX, ALM, financial forecasting, valuation, and PD/LDG/EAD models.
• Advanced knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies
• Familiar with Python, R, VBA, Excel and other similar statistical modeling tools
• Model development experience is a plus
• Thorough data compilation, programming skills and qualitative analysis skills
• Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches
• Ability to manage multiple tasks across various timelines
• Strong analytical, organizational, problem-solving, negotiation, and project management skills
• Demonstrated independence, teamwork and leadership skills
• Effective interpersonal, verbal and written communication skills
• MA/MS in a quantitative field, and seven or more years of related experience
OR
• PhD in a quantitative field, and five or more years of related experience

Preferred Requirements:
• Advanced understanding of interest rate, FX, ALM, financial forecasting, valuation, and PD/LDG/EAD models.
• Advanced knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies
• Familiar with Python, R, VBA, Excel and other similar statistical modeling tools
• Model development experience is a plus
• Thorough data compilation, programming skills and qualitative analysis skills
• Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches
• Ability to manage multiple tasks across various timelines
• Strong analytical, organizational, problem-solving, negotiation, and project management skills
• Demonstrated independence, teamwork and leadership skills
• Effective interpersonal, verbal and written communication skills
We do our best to provide you the most accurate info, but closing dates may be wrong on our site. Please check on the recruiting organization's page for the exact info. Candidates are responsible for complying with deadlines and are encouraged to submit applications well ahead.
Before applying, please make sure that you have read the requirements for the position and that you qualify.
Applications from non-qualifying applicants will most likely be discarded by the recruiting manager.
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