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 Risk management Consultant--1M/Y in Guangzhou |
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喜洋洋
头衔: 海归中尉
性别: 
加入时间: 2008/12/17
文章: 43
海归分: 6460
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作者：喜洋洋 在 海归招聘 发贴, 来自【海归网】 http://www.haiguinet.com
A high level position for an America company in Guangzhou.
If you are interested in it and familiar with the banking system in China.such as BOC,ICBC,ABC,etc.
Kindly please send your update resume to me at [email protected]
Thanks!
Risk Consultant
** for the company name
1. Risk Project Manager
1) is or was project manager in one or more risk management projects regardless of risk area in ** or before ** where he/she prepared and assesed project plan and resources
** Project Management Methodology (IPI)
Other Project Management Methodology
Common for all solutions
2. Technical Lead
1) has installed and configured CRMS, CS or other risk solution 2) or has designed risk solution architecture in consideration of bank's system
** BIS Solution architecture and components
Knowledge on charateristic of H/W, Webserver, DBMS
Common for all solutions
3. Risk Data Warehouse Architect
1) has led implementation of DDS for CRMS and CS 2) or Has conducted data mapping with bank's source system for DDS deployment 3) Good understanding and knowledge on DDS columns and tables to lead data gap analysis
- Understand ** DDS data model (ERD)
- Understand usage of tables for each solutions and means of columns
- LSF and meta Data Server
- Program process design
Common for all solutions
3-1. Risk Data Warehouse Developer
1) has implemented ETL program for DDS from source to DDS or 2) done customization to DDS and ETL program from DDS to solution data mart
- Understand and use ** DI Studio Functionality, LSF (job scheduler), meta Data server (SMC)
- Programming Skill using **Data step and ** Macro
Common for all solutions
4. Credit Risk Business Consultant
1) has basel II knowledge to communicate with clients 2) or has job experience in the bank's credit risk department 3) or was Credit risk consultant in business consulting firm
- Economic capital calculation methodology (Credit Metric, Credit Risk Plus, Credit Portfolio View …)
- basel II requirement for STD, IRB approach
- RWA calcualtion logic for basel II Asset Class
- Bank's products relating to credit risk (Retail and Corporate loan)
- Banking book financial instruments (Securitization, CDS, OTC Derivatives)
- Credit Risk Mitigant (Collateral, Guarantee ...)
5. CRMS Solution Techincal Consultant
1) has experience in CRMS solution gap analysis, data gap analysis, configuration or customization to CRMS engine
- ** Risk Dimension Functionality
- CRMS configuration tables and mapping table for basel II
- Solution Data Mart Structure and tables/Columns
- RWA calculation process flow in CRMS
- ** macro / programming
6-1. Retail PD Business Domain
1) has experience in building PD, LGD or EAD model framework 2) Good understanding and knowledge on PD, LGD and EAD model to guide modeling process
- Data Required for Credit Scoring
- Credit Scoring Modeling and Validation Methodology using statistical approach (Statistics Knowledge)
- basel II PD modeling and validation requirement
6-2. Corporate PD Business Domain
1) has experience in building PD, LGD or EAD model framework 2) Good understanding and knowledge on PD, LGD and EAD model to guide modeling process
- Data Required for Corporate Rating
- Corporate Rating Modeling and Validation Methodology using statistical and non statistical approach
- In case of Financial Ratio model, some knowledge on financial statement figures
- basel II PD modeling and validation requirement
- ** statitical analysis tool/procedure
6-3. LGD/EAD Business Domain
1) has experience in building PD, LGD or EAD model framework 2) Good understanding and knowledge on PD, LGD and EAD model to guide modeling process
- Data Required for LGD/EAD
- LGD/EAD Modeling and Validation Methodology using statistical and non statistical approach
- Recovery process after default
- Charteristic of collaterals
- basel II LGD/EAD modeling and validation requirement
- ** statitical analysis tool/procedure
7. Credit Scoring Business Consultant
1) has experience in building score card model 2) Good understanding and knowledge on Score Card model to guide modeling process
- Data Required for Credit Scoring
- Credit Scoring Modeling and Validation Methodology using statistical approach (Statistics Knowledge)
- Application Score / Behavioral Score
- Bank's retail customer's profile
8. CS for Banking Solution Technical Consultant
1) has experience in implementing PD, LGD or EAD model using ** CS for Banking or other SAS tool 2) or has experience in building score card model using ** CS for Banking
- E/Miner functionality for model development and validation
- Understand DDS and ABT framework (how to populate ABT tables from DDS)
- Model monitoring tool in the solution
- ** programming
9. OpRisk Business Consultant
1) has experience in defining KRI or RCSA 2) or has job experience in the bank's operational risk department 3) or was OpRisk consultant in business consulting firm
- Understand Bank's business process to identify RCSA, KRI and LDC
- Methodology and approach to build RCSA and KRI
- basel II requirement on Operational Risk Management
- OpRisk VaR Calculation Methodology and Validation (Statistical knowledge)
- Characteristic of loss data
- OpRisk Monitor / OpRisk VaR Functionality
10. OpRisk Monitor Technical Consultant
1) has experience in implementing or configuration of ** OpRisk Monitor or other OpRisk Monitor solution
- Understand OpRisk Monitor/OpRisk VaR Functionality (Configuration, Process …)
- OpRisk Monitor's data requirement and table structure
- Tables and Column of the data model
- Knowledge on Web
- For customization, ** programming
11. OpRisk VaR Technical Consultant
1) has experience in implementing or configuration of ** OpRisk VaR or other OpRisk VaR solution
- Understand OpRisk Monitor/OpRisk VaR Functionality (Configuration, Process …)
- OpRisk Monitor's data requirement and table structure
- Loss data
12. Market Risk Business Consultant
1) has experience in market risk requirement analysis 2) or has job experience in the bank's market risk department 3) or was market consultant in business consulting firm
- Market VaR calculation methodology (Delta Normal, Monte Carlo, Historical …)
- Bank's Financial products in traiding book(Fixed income, Derivatives …)
- Understand pricing method for financial instrument
- Data Requirements
13. Risk Dimension Techincal Consultant for Market Risk
1) has experience in implementation or configuration of Risk Dimension for market risk management or other risk management
- Risk Dimension Functionality for Configuraiton and Analysis
- Market VaR calculation methodology
- ** programming
14. ALM Business Consultant
1) has experience in ALM requirement analysis 2) or has job experience in the bank's ALM department 3) or was ALM consultant in business consulting firm
- Understanding ALM tools (Repricing Gap analysis, NII, EaR, Duration Gap, Interest Risk VaR ...)
- Understanding bank's products and cash flow generation flow by the products
- Behavioral model development methodology and approach (Prepayment, roll-over, rate analysis based on statistical approach)
'- Regulatory requirements
15. Risk Dimension Techincal Consultant for ALM
1) has experience in implementation or configuration of Risk Dimension for ALM or other risk management
- Risk Dimension Functionality for Configuraiton and Analysis
- ** programming
- ALM analysis methodology
作者：喜洋洋 在 海归招聘 发贴, 来自【海归网】 http://www.haiguinet.com
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 Risk management Consultant--1M/Y in Guangzhou -- 喜洋洋 - (7592 Byte) 2009-2-18 周三, 10:49 (1789 reads) - PAY 怎样 -- malik - (13 Byte) 2009-3-16 周一, 18:41 (245 reads)
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