We have been instructed on an exciting new role with a leading investment bank. Our client is looking for a Basel modeller who is familiar with Basel New Capital Accord regulatory requirements, risk models of market risk and credit risk, and the capital measurement, monitoring and control methods.

You will be responsible for researching, building, and implementing the latest Basel regulatory requirements, measurement models of Expected Loss, Unexpected Loss, Economic Capital, RWA, etc. at company level.

Proficiency in data management and model programming (SQL, PL/SQL, MATLAB, R, SAS) is highly preferred

For more information please contact Joyce on +852 35116093 or jtse@ashford-benjamin.com

To apply for this job email your details to jtse@ashford-benjamin.com